+8,801.5%
MDT vs VFC
+1,363.4%
+7,438.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.0% |
| 3M | +14.5% | +41.3% | -26.8% | +6.2% |
| 6M | +37.3% | +22.2% | +15.1% | +30.3% |
| YTD | +9.8% | +16.4% | -6.6% | +4.4% |
| 1Y | +10.5% | +38.4% | -27.9% | +0.9% |
| 3Y | +57.4% | +56.2% | +1.2% | +25.8% |
| 5Y | +1.2% | -68.2% | +69.3% | +16.0% |
| 10Y | +63.2% | -48.4% | +111.6% | +58.8% |
| All | +8,801.5% | +1,363.4% | +7,438.2% | +3,702.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling