+283.3%
MDT vs VCIT
+96.4%
+186.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.8% |
| 7D | +5.4% | +0.1% | +5.3% | +5.4% |
| 30D | +19.1% | +1.9% | +17.1% | +18.2% |
| 3M | +19.5% | -1.4% | +20.9% | +20.1% |
| 6M | +33.5% | -2.1% | +35.6% | +34.6% |
| YTD | +8.7% | -1.6% | +10.3% | +9.4% |
| 1Y | +16.8% | -0.9% | +17.7% | +17.3% |
| 3Y | +53.0% | +20.0% | +33.0% | +44.5% |
| 5Y | -2.9% | +3.1% | -6.0% | -6.4% |
| 10Y | +61.4% | +28.7% | +32.7% | +62.0% |
| All | +283.3% | +96.4% | +186.9% | +394.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling