-18.2%
MDT vs VEA
+59.5%
-77.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.2% |
| 7D | -3.4% | -1.5% | -2.0% | -2.7% |
| 30D | +0.2% | -0.8% | +1.1% | +0.6% |
| 3M | +14.3% | +2.5% | +11.8% | +12.5% |
| 6M | +4.0% | +11.1% | -7.1% | -2.3% |
| YTD | -3.7% | +17.2% | -20.8% | -12.4% |
| 1Y | -0.4% | +24.5% | -24.9% | -12.5% |
| 3Y | +23.3% | +75.4% | -52.1% | -12.2% |
| All | -18.2% | +59.5% | -77.7% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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