-20.7%
MDLN vs VSH
+125.1%
-145.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.1% | -5.7% | +0.2% |
| 7D | -11.1% | +4.8% | -15.9% | -11.2% |
| 30D | -8.4% | -0.7% | -7.7% | -8.4% |
| 3M | -12.4% | -43.1% | +30.7% | -13.5% |
| 6M | -23.3% | +91.8% | -115.0% | -26.8% |
| YTD | -22.5% | +131.6% | -154.2% | -23.2% |
| All | -20.7% | +125.1% | -145.8% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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