+251.7%
MDT vs VCIT
+98.3%
+153.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.2% | +1.2% |
| 7D | +3.2% | -0.3% | +3.6% | +3.4% |
| 30D | +9.5% | -0.8% | +10.3% | +9.8% |
| 3M | +16.0% | -1.0% | +17.0% | +16.4% |
| 6M | +0.2% | -1.8% | +2.0% | +0.9% |
| YTD | -0.3% | -0.7% | +0.4% | 0.0% |
| 1Y | +4.7% | +1.0% | +3.7% | +4.4% |
| 3Y | +26.5% | +18.8% | +7.7% | +19.7% |
| 5Y | -18.2% | +3.5% | -21.7% | -21.4% |
| 10Y | +40.0% | +29.2% | +10.8% | +39.6% |
| All | +251.7% | +98.3% | +153.4% | +351.9% |
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 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