+70.1%
MDT vs VFC
-48.6%
+118.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.4% | +1.2% |
| 7D | +1.0% | +1.6% | -0.6% | +0.7% |
| 30D | +9.2% | +25.5% | -16.3% | +4.6% |
| 3M | +14.5% | +41.3% | -26.8% | +7.3% |
| 6M | +37.3% | +22.2% | +15.1% | +31.2% |
| YTD | +9.8% | +16.4% | -6.6% | +5.1% |
| 1Y | +10.5% | +38.4% | -27.9% | +2.0% |
| 3Y | +57.4% | +56.2% | +1.2% | +27.0% |
| 5Y | +1.2% | -68.2% | +69.3% | +28.5% |
| All | +70.1% | -48.6% | +118.8% | +88.0% |
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