-59.6%
MD vs VT
+224.5%
-284.1%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +1.6% | +0.4% | +1.1% | +1.1% |
| 30D | +4.0% | +1.0% | +3.0% | +2.9% |
| 3M | +20.8% | +2.4% | +18.5% | +17.2% |
| 6M | +36.0% | +12.0% | +24.0% | +19.7% |
| YTD | +26.4% | +15.3% | +11.0% | +7.6% |
| 1Y | +58.9% | +22.6% | +36.3% | +26.6% |
| 3Y | +93.5% | +74.7% | +18.8% | +5.4% |
| 5Y | -12.7% | +66.1% | -78.9% | -49.8% |
| All | -59.6% | +224.5% | -284.1% | -87.5% |
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