-98.6%
MDCX vs VT
+33.3%
-131.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.3% |
| 7D | -9.9% | -0.1% | -9.7% | -10.1% |
| 30D | -60.2% | -3.1% | -57.2% | -58.5% |
| 3M | -88.6% | -3.5% | -85.1% | -88.1% |
| 6M | -89.1% | +0.5% | -89.5% | -89.1% |
| YTD | -97.6% | +10.8% | -108.4% | -97.8% |
| 1Y | -98.4% | +11.9% | -110.3% | -98.6% |
| All | -98.6% | +33.3% | -131.9% | -98.8% |
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