+642.2%
MPC vs VTR
+86.5%
+555.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.7% |
| 7D | +5.4% | -1.7% | +7.1% | +5.8% |
| 30D | +31.0% | -2.4% | +33.4% | +31.5% |
| 3M | +46.0% | +14.8% | +31.2% | +40.9% |
| 6M | +77.3% | +5.3% | +72.0% | +74.2% |
| YTD | +141.9% | +18.1% | +123.8% | +130.9% |
| 1Y | +120.9% | +36.7% | +84.2% | +102.6% |
| 3Y | +182.7% | +130.1% | +52.6% | +120.1% |
| All | +642.2% | +86.5% | +555.7% | +509.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling