-0.2%
MDA vs VT
+10.8%
-10.9%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +2.6% | +5.6% | +3.0% |
| 7D | +17.3% | +0.4% | +17.0% | +14.9% |
| 30D | +9.2% | -2.6% | +11.8% | +15.2% |
| 3M | -11.1% | -3.2% | -7.9% | -4.6% |
| 6M | -11.2% | +0.9% | -12.1% | -12.0% |
| All | -0.2% | +10.8% | -10.9% | -18.3% |
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