+21.6%
MD vs VT
+356.1%
-334.5%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +6.1% | -1.6% | +7.7% | +7.4% |
| 30D | +17.8% | -2.5% | +20.3% | +20.0% |
| 3M | +16.6% | -1.3% | +17.9% | +17.4% |
| 6M | +34.5% | +3.1% | +31.4% | +30.5% |
| YTD | +43.1% | +10.9% | +32.1% | +30.8% |
| 1Y | +45.2% | +12.1% | +33.1% | +31.5% |
| 3Y | +209.1% | +73.9% | +135.2% | +100.6% |
| 5Y | +13.1% | +58.0% | -44.9% | -20.9% |
| 10Y | -49.7% | +225.5% | -275.2% | -77.9% |
| All | +21.6% | +356.1% | -334.5% | -61.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling