-21.0%
MDLN vs VFC
-32.5%
+11.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.6% | -3.3% | -4.5% |
| 7D | -11.5% | -3.3% | -8.2% | -10.7% |
| 30D | -7.6% | -14.0% | +6.5% | -4.2% |
| 3M | -11.4% | -22.6% | +11.2% | -6.9% |
| 6M | -24.5% | -24.7% | +0.2% | -20.8% |
| YTD | -22.9% | -29.0% | +6.1% | -16.5% |
| All | -21.0% | -32.5% | +11.5% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 5y: compounded portfolio wealth divided by compounded VFC 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…
5y analysis · Full analysis span regression · 6 months rolling