+37.0%
MDT vs VCLT
+17.1%
+19.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.7% |
| 7D | -3.4% | -1.4% | -2.1% | -2.9% |
| 30D | +0.2% | -1.2% | +1.4% | +0.6% |
| 3M | +14.3% | -4.8% | +19.0% | +16.3% |
| 6M | +4.0% | -2.6% | +6.6% | +5.0% |
| YTD | -3.7% | -3.3% | -0.3% | -2.5% |
| 1Y | -0.4% | -4.8% | +4.5% | +1.4% |
| 3Y | +23.3% | +11.5% | +11.8% | +18.4% |
| 5Y | -18.9% | -17.0% | -1.9% | -14.4% |
| All | +37.0% | +17.1% | +19.9% | +36.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling