-18.3%
MDT vs VEU
+53.0%
-71.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.3% |
| 7D | -1.6% | -1.9% | +0.3% | -0.7% |
| 30D | +1.0% | -0.7% | +1.8% | +1.3% |
| 3M | +15.2% | +4.9% | +10.3% | +12.1% |
| 6M | +3.7% | +9.8% | -6.2% | -2.0% |
| YTD | -3.0% | +15.3% | -18.3% | -11.0% |
| 1Y | +2.5% | +23.0% | -20.6% | -9.4% |
| 3Y | +26.5% | +73.5% | -47.0% | -9.5% |
| 5Y | -18.3% | +54.5% | -72.8% | -37.2% |
| All | -18.3% | +53.0% | -71.3% | -37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling