+182.5%
MDT vs VEA
+167.0%
+15.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | 0.0% |
| 7D | -0.3% | +0.3% | -0.6% | -0.5% |
| 30D | +2.8% | +0.4% | +2.3% | +2.4% |
| 3M | +13.1% | +4.8% | +8.3% | +9.4% |
| 6M | +2.3% | +11.3% | -8.9% | -5.0% |
| YTD | -2.7% | +17.4% | -20.1% | -12.8% |
| 1Y | +0.9% | +26.2% | -25.3% | -13.7% |
| 3Y | +26.8% | +77.7% | -50.9% | -13.1% |
| 5Y | -19.5% | +60.9% | -80.4% | -41.7% |
| 10Y | +40.6% | +163.6% | -123.0% | -24.2% |
| All | +182.5% | +167.0% | +15.5% | +36.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling