+37.0%
MDT vs VFC
-69.1%
+106.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.1% | -1.5% |
| 7D | -3.4% | -1.4% | -2.0% | -3.2% |
| 30D | +0.2% | -9.0% | +9.2% | +1.9% |
| 3M | +14.3% | -24.2% | +38.4% | +19.5% |
| 6M | +4.0% | -18.5% | +22.5% | +6.8% |
| YTD | -3.7% | -25.9% | +22.2% | +0.3% |
| 1Y | -0.4% | -13.0% | +12.6% | -0.2% |
| 3Y | +23.3% | -20.3% | +43.7% | +13.3% |
| 5Y | -18.9% | -78.1% | +59.2% | +8.6% |
| All | +37.0% | -69.1% | +106.1% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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