+37.0%
MDT vs VEU
+155.0%
-118.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.8% | -1.4% |
| 7D | -3.4% | -1.4% | -2.0% | -2.5% |
| 30D | +0.2% | -0.4% | +0.6% | +0.4% |
| 3M | +14.3% | +2.5% | +11.7% | +11.7% |
| 6M | +4.0% | +11.1% | -7.1% | -4.8% |
| YTD | -3.7% | +16.5% | -20.2% | -15.2% |
| 1Y | -0.4% | +22.9% | -23.3% | -15.9% |
| 3Y | +23.3% | +73.4% | -50.1% | -21.6% |
| 5Y | -18.9% | +56.1% | -75.0% | -44.1% |
| All | +37.0% | +155.0% | -118.0% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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