+1,171.8%
MPC vs VTR
+130.3%
+1,041.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.3% | +0.8% |
| 7D | +11.2% | +0.2% | +11.1% | +11.1% |
| 30D | -14.5% | +5.5% | -20.0% | -16.8% |
| 3M | +16.7% | -0.9% | +17.6% | +16.6% |
| 6M | +67.6% | -0.4% | +68.0% | +65.3% |
| YTD | +157.9% | +17.0% | +140.9% | +133.6% |
| 1Y | +116.7% | +18.0% | +98.7% | +95.2% |
| 3Y | +199.8% | +127.4% | +72.4% | +85.9% |
| 5Y | +604.4% | +92.3% | +512.2% | +360.3% |
| All | +1,171.8% | +130.3% | +1,041.4% | +539.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling