+19.9%
MDT vs VCLT
-3.2%
+23.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.0% | +5.1% | +5.4% |
| 7D | +10.7% | +0.4% | +10.3% | +10.4% |
| 30D | +19.3% | +3.9% | +15.4% | +16.6% |
| 3M | +22.8% | -1.9% | +24.7% | +23.6% |
| 6M | +36.4% | -2.6% | +39.0% | +37.9% |
| YTD | +12.1% | -3.1% | +15.2% | +14.0% |
| 1Y | +19.9% | -3.6% | +23.5% | +22.6% |
| All | +19.9% | -3.2% | +23.2% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling