-90.0%
MDRR vs VT
+154.4%
-244.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +1.4% |
| 7D | +0.4% | -4.2% | +4.6% | +1.7% |
| 30D | +5.3% | -5.8% | +11.1% | +7.4% |
| 3M | -12.7% | -5.2% | -7.5% | -11.3% |
| 6M | -9.4% | +0.1% | -9.5% | -9.8% |
| YTD | -12.2% | +8.2% | -20.4% | -15.3% |
| 1Y | -17.0% | +10.1% | -27.1% | -20.5% |
| 3Y | +5.6% | +69.7% | -64.1% | -16.6% |
| 5Y | -34.6% | +53.4% | -88.0% | -45.7% |
| All | -90.0% | +154.4% | -244.4% | -93.2% |
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