+2,493.3%
MDGL vs VT
+215.5%
+2,277.8%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.3% |
| 7D | -7.1% | -2.3% | -4.8% | -5.3% |
| 30D | -18.1% | -5.0% | -13.1% | -14.3% |
| 3M | -21.7% | -4.9% | -16.8% | -18.3% |
| 6M | -26.0% | -1.5% | -24.4% | -25.6% |
| YTD | -31.4% | +8.5% | -39.9% | -37.5% |
| 1Y | -18.2% | +11.4% | -29.6% | -27.3% |
| 3Y | +171.2% | +70.1% | +101.1% | +60.6% |
| 5Y | +329.5% | +53.7% | +275.8% | +184.6% |
| All | +2,493.3% | +215.5% | +2,277.8% | +861.5% |
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