+19.9%
MDT vs VG
+47.2%
-27.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -7.7% | +13.8% | +5.9% |
| 7D | +10.7% | -16.4% | +27.1% | +10.1% |
| 30D | +19.3% | -10.8% | +30.1% | +18.9% |
| 3M | +22.8% | -6.3% | +29.1% | +22.5% |
| 6M | +36.4% | -12.5% | +48.9% | +35.6% |
| YTD | +12.1% | +76.9% | -64.8% | +14.1% |
| 1Y | +19.9% | +51.8% | -31.9% | +22.2% |
| All | +19.9% | +47.2% | -27.3% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 1y: compounded portfolio wealth divided by compounded VG 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…
1y analysis · Full analysis span regression · 6 months rolling