-45.0%
MDAI vs VT
+74.4%
-119.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.1% | +1.2% |
| 7D | +2.7% | -0.1% | +2.8% | +3.2% |
| 30D | -6.7% | -3.1% | -3.6% | -2.7% |
| 3M | -9.9% | -3.5% | -6.4% | -5.7% |
| 6M | -33.3% | +0.5% | -33.8% | -33.5% |
| YTD | +8.5% | +10.8% | -2.3% | -3.9% |
| 1Y | -15.4% | +11.9% | -27.3% | -25.9% |
| 3Y | -45.0% | +73.0% | -118.0% | -72.1% |
| All | -45.0% | +74.4% | -119.4% | -72.1% |
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