-90.2%
MDRR vs VT
+155.0%
-245.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | -11.5% | -2.3% | -9.2% | -10.8% |
| 30D | +3.7% | -5.0% | +8.7% | +5.5% |
| 3M | -14.1% | -4.9% | -9.2% | -12.7% |
| 6M | -9.0% | -1.5% | -7.5% | -8.8% |
| YTD | -13.5% | +8.5% | -22.0% | -16.6% |
| 1Y | -18.2% | +11.4% | -29.5% | -22.0% |
| 3Y | +4.0% | +70.1% | -66.1% | -17.9% |
| 5Y | -35.6% | +53.7% | -89.3% | -46.6% |
| All | -90.2% | +155.0% | -245.2% | -93.3% |
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