-48.8%
MD vs VT
+215.5%
-264.4%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -2.0% | -2.0% |
| 7D | +4.9% | -2.3% | +7.2% | +7.5% |
| 30D | +21.1% | -5.0% | +26.1% | +27.4% |
| 3M | +18.0% | -4.9% | +22.9% | +23.9% |
| 6M | +40.9% | -1.5% | +42.4% | +41.7% |
| YTD | +46.3% | +8.5% | +37.8% | +32.2% |
| 1Y | +43.4% | +11.4% | +32.0% | +25.9% |
| 3Y | +222.2% | +70.1% | +152.2% | +79.9% |
| 5Y | +9.1% | +53.7% | -44.6% | -32.1% |
| All | -48.8% | +215.5% | -264.4% | -83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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