-0.7%
MDT vs VCIT
+3.6%
-4.3%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.1% |
| 7D | -3.7% | -1.4% | -2.3% | -2.6% |
| 30D | +8.6% | +0.8% | +7.8% | +8.0% |
| 3M | +12.2% | -1.7% | +13.9% | +13.7% |
| 6M | +33.7% | -2.1% | +35.8% | +35.9% |
| YTD | +7.8% | -2.0% | +9.9% | +9.6% |
| 1Y | +8.9% | -1.5% | +10.4% | +10.2% |
| 3Y | +57.6% | +19.0% | +38.7% | +41.3% |
| 5Y | -0.7% | +3.8% | -4.4% | -16.2% |
| All | -0.7% | +3.6% | -4.3% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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