+1,474.1%
VTR vs MTB
+1,416.8%
+57.2%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.1% | -0.2% |
| 7D | -2.4% | +2.8% | -5.2% | -3.7% |
| 30D | -3.7% | -4.2% | +0.4% | -1.9% |
| 3M | +13.5% | +7.8% | +5.7% | +9.3% |
| 6M | +7.2% | +14.8% | -7.6% | -0.2% |
| YTD | +17.6% | +20.8% | -3.2% | +6.5% |
| 1Y | +35.4% | +23.1% | +12.3% | +20.9% |
| 3Y | +132.8% | +114.8% | +18.0% | +51.5% |
| 5Y | +88.7% | +103.3% | -14.6% | +19.7% |
| 10Y | +87.6% | +173.0% | -85.3% | -5.5% |
| All | +1,474.1% | +1,416.8% | +57.2% | +289.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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