+19.2%
MDT vs VG
-46.6%
+65.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.5% | -5.5% | 0.0% |
| 7D | -3.2% | +5.5% | -8.7% | -3.2% |
| 30D | +10.5% | -3.6% | +14.1% | +10.5% |
| 3M | +13.0% | -4.0% | +17.0% | +12.9% |
| 6M | +38.7% | +9.4% | +29.3% | +38.4% |
| YTD | +8.5% | +86.6% | -78.1% | +7.0% |
| 1Y | +10.0% | +69.5% | -59.5% | +8.7% |
| All | +19.2% | -46.6% | +65.8% | +6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling