+14.4%
MD vs VT
+59.7%
-45.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.7% | +5.5% | +5.6% |
| 7D | +13.5% | -0.3% | +13.8% | +13.8% |
| 30D | +25.7% | -1.4% | +27.1% | +27.2% |
| 3M | +32.7% | -1.4% | +34.1% | +34.2% |
| 6M | +46.4% | +5.5% | +40.9% | +38.0% |
| YTD | +53.3% | +12.8% | +40.5% | +34.8% |
| 1Y | +53.0% | +15.4% | +37.6% | +31.4% |
| 3Y | +231.3% | +76.9% | +154.4% | +87.0% |
| All | +14.4% | +59.7% | -45.3% | -27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling