+2,968.0%
MPC vs VTR
+181.3%
+2,786.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -16.2% | +4.7% | -20.8% | -18.1% |
| 30D | -15.7% | +10.9% | -26.6% | -19.8% |
| 3M | +24.9% | -3.2% | +28.1% | +25.9% |
| 6M | +52.7% | +3.7% | +49.0% | +47.7% |
| YTD | +131.9% | +16.8% | +115.1% | +111.0% |
| 1Y | +96.6% | +21.3% | +75.3% | +75.5% |
| 3Y | +163.8% | +119.0% | +44.7% | +70.6% |
| 5Y | +533.1% | +94.0% | +439.2% | +319.9% |
| 10Y | +1,118.6% | +112.3% | +1,006.4% | +563.2% |
| All | +2,968.0% | +181.3% | +2,786.6% | +993.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling