-50.3%
MD vs VT
+221.8%
-272.1%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | 0.0% |
| 7D | 0.0% | +2.4% | -2.3% | -2.4% |
| 30D | +15.7% | -1.5% | +17.2% | +17.2% |
| 3M | +18.7% | -4.1% | +22.8% | +23.5% |
| 6M | +30.5% | +0.6% | +30.0% | +28.4% |
| YTD | +46.3% | +11.0% | +35.3% | +29.0% |
| 1Y | +38.3% | +13.3% | +25.0% | +19.2% |
| 3Y | +242.1% | +73.4% | +168.7% | +87.2% |
| 5Y | +10.5% | +57.4% | -46.9% | -33.0% |
| All | -50.3% | +221.8% | -272.1% | -83.7% |
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