+7,983.2%
MDT vs VFC
+845.1%
+7,138.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.2% | +0.6% |
| 7D | +3.2% | -1.6% | +4.8% | +3.6% |
| 30D | +9.5% | -11.6% | +21.1% | +12.4% |
| 3M | +16.0% | -18.1% | +34.1% | +20.1% |
| 6M | +0.2% | -27.4% | +27.6% | +5.9% |
| YTD | -0.3% | -24.8% | +24.5% | +4.2% |
| 1Y | +4.7% | -8.2% | +12.9% | +3.7% |
| 3Y | +26.5% | -29.1% | +55.7% | +19.6% |
| 5Y | -18.2% | -79.2% | +61.0% | +2.5% |
| 10Y | +40.0% | -68.1% | +108.1% | +51.2% |
| All | +7,983.2% | +845.1% | +7,138.1% | +3,695.1% |
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