-49.7%
MDAI vs VT
+69.7%
-119.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.2% | +7.7% | +7.7% |
| 7D | -2.6% | -2.3% | -0.3% | +0.6% |
| 30D | -9.1% | -5.0% | -4.2% | -3.0% |
| 3M | -10.2% | -4.9% | -5.4% | -4.2% |
| 6M | -32.9% | -1.5% | -31.3% | -31.3% |
| YTD | +4.9% | +8.5% | -3.6% | -4.7% |
| 1Y | -23.2% | +11.4% | -34.6% | -32.5% |
| 3Y | -49.7% | +70.1% | -119.7% | -75.3% |
| All | -49.7% | +69.7% | -119.4% | -75.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling