-18.2%
MDT vs VCIT
+4.1%
-22.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.2% | +1.2% |
| 7D | +3.2% | -0.3% | +3.6% | +3.5% |
| 30D | +9.5% | -0.8% | +10.3% | +10.1% |
| 3M | +16.0% | -1.0% | +17.0% | +16.9% |
| 6M | +0.2% | -1.8% | +2.0% | +1.6% |
| YTD | -0.3% | -0.7% | +0.4% | +0.3% |
| 1Y | +4.7% | +1.0% | +3.7% | +4.1% |
| 3Y | +26.5% | +18.8% | +7.7% | +13.1% |
| All | -18.2% | +4.1% | -22.2% | -26.9% |
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