+123.2%
MPC vs VTR
+36.7%
+86.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.2% |
| 7D | +3.9% | -2.4% | +6.2% | +3.6% |
| 30D | +33.8% | -3.7% | +37.5% | +33.3% |
| 3M | +49.9% | +13.5% | +36.3% | +50.8% |
| 6M | +80.9% | +7.2% | +73.7% | +81.3% |
| YTD | +147.4% | +17.6% | +129.9% | +148.2% |
| 1Y | +123.2% | +35.4% | +87.8% | +127.3% |
| All | +123.2% | +36.7% | +86.5% | +127.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling