+19.4%
MDT vs VG
-51.4%
+70.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -2.9% |
| 7D | +5.4% | -22.0% | +27.5% | +5.4% |
| 30D | +19.1% | -11.6% | +30.7% | +19.0% |
| 3M | +19.5% | -14.9% | +34.3% | +19.3% |
| 6M | +33.5% | -3.5% | +37.0% | +33.1% |
| YTD | +8.7% | +70.0% | -61.3% | +7.1% |
| 1Y | +16.8% | +50.0% | -33.2% | +15.3% |
| All | +19.4% | -51.4% | +70.8% | +6.7% |
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