+2,414.1%
MDGL vs VT
+221.8%
+2,192.3%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.8% |
| 7D | +6.9% | +2.4% | +4.6% | +4.8% |
| 30D | -7.1% | -1.5% | -5.6% | -5.8% |
| 3M | -15.8% | -4.1% | -11.6% | -12.6% |
| 6M | -17.6% | +0.6% | -18.2% | -18.7% |
| YTD | -26.6% | +11.0% | -37.6% | -34.5% |
| 1Y | -17.0% | +13.3% | -30.3% | -27.3% |
| 3Y | +192.7% | +73.4% | +119.3% | +70.3% |
| 5Y | +370.5% | +57.4% | +313.1% | +205.2% |
| All | +2,414.1% | +221.8% | +2,192.3% | +748.9% |
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