+89.6%
MDGL vs VT
+345.0%
-255.4%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +3.9% |
| 7D | -7.3% | -4.2% | -3.1% | -3.6% |
| 30D | -19.4% | -5.8% | -13.6% | -14.8% |
| 3M | -22.2% | -5.2% | -16.9% | -18.3% |
| 6M | -20.4% | +0.1% | -20.5% | -21.2% |
| YTD | -31.3% | +8.2% | -39.5% | -37.4% |
| 1Y | -15.9% | +10.1% | -26.0% | -24.7% |
| 3Y | +172.4% | +69.7% | +102.7% | +59.6% |
| 5Y | +330.0% | +53.4% | +276.7% | +180.8% |
| 10Y | +2,483.0% | +219.2% | +2,263.7% | +715.0% |
| All | +89.6% | +345.0% | -255.4% | -42.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling