+11.1%
MD vs VT
+53.2%
-42.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.1% | +1.1% | +0.8% |
| 7D | +9.1% | -4.2% | +13.3% | +13.4% |
| 30D | +22.5% | -5.8% | +28.3% | +29.1% |
| 3M | +22.5% | -5.2% | +27.8% | +28.4% |
| 6M | +52.9% | +0.1% | +52.7% | +51.2% |
| YTD | +48.9% | +8.2% | +40.6% | +35.9% |
| 1Y | +46.8% | +10.1% | +36.7% | +31.5% |
| 3Y | +221.6% | +69.7% | +152.0% | +88.5% |
| 5Y | +11.1% | +53.4% | -42.3% | -27.0% |
| All | +11.1% | +53.2% | -42.1% | -27.0% |
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