+22.2%
MDPL vs VT
+46.0%
-23.9%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.0% |
| 7D | -1.0% | -2.3% | +1.4% | +0.1% |
| 30D | +8.7% | -5.0% | +13.6% | +11.3% |
| 3M | +4.2% | -4.9% | +9.1% | +6.7% |
| 6M | +15.3% | -1.5% | +16.8% | +15.5% |
| YTD | +13.2% | +8.5% | +4.7% | +6.5% |
| 1Y | +20.4% | +11.4% | +9.0% | +11.2% |
| All | +22.2% | +46.0% | -23.9% | -7.6% |
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 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