-98.8%
MDCX vs VT
+34.8%
-133.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +1.1% | -11.5% | -11.8% |
| 7D | -12.8% | -0.7% | -12.1% | -12.2% |
| 30D | -54.2% | -1.7% | -52.4% | -53.1% |
| 3M | -90.5% | -2.3% | -88.2% | -90.2% |
| 6M | -90.2% | +1.5% | -91.7% | -90.3% |
| YTD | -97.9% | +12.0% | -109.9% | -98.1% |
| 1Y | -98.5% | +12.9% | -111.4% | -98.7% |
| All | -98.8% | +34.8% | -133.5% | -99.0% |
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 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