+2,496.4%
MDGL vs VT
+214.8%
+2,281.6%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +3.7% |
| 7D | -7.3% | -4.2% | -3.1% | -3.8% |
| 30D | -19.4% | -5.8% | -13.6% | -15.0% |
| 3M | -22.2% | -5.2% | -16.9% | -18.5% |
| 6M | -20.4% | +0.1% | -20.5% | -21.2% |
| YTD | -31.3% | +8.2% | -39.5% | -37.3% |
| 1Y | -15.9% | +10.1% | -26.0% | -24.4% |
| 3Y | +172.4% | +69.7% | +102.7% | +61.7% |
| 5Y | +330.0% | +53.4% | +276.7% | +185.6% |
| All | +2,496.4% | +214.8% | +2,281.6% | +864.7% |
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