-19.5%
MDT vs VFC
-78.7%
+59.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.3% |
| 7D | -0.3% | -2.3% | +2.0% | 0.0% |
| 30D | +2.8% | -13.4% | +16.1% | +4.5% |
| 3M | +13.1% | -23.7% | +36.8% | +16.3% |
| 6M | +2.3% | -24.5% | +26.8% | +5.0% |
| YTD | -2.7% | -27.8% | +25.1% | +0.1% |
| 1Y | +0.9% | -13.5% | +14.3% | +1.1% |
| 3Y | +26.8% | -27.1% | +53.9% | +22.6% |
| 5Y | -19.5% | -79.0% | +59.6% | +4.6% |
| All | -19.5% | -78.7% | +59.2% | +4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling