+37.0%
MDT vs VIG
+250.0%
-213.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.4% |
| 7D | -3.4% | -1.1% | -2.3% | -2.5% |
| 30D | +0.2% | -2.7% | +3.0% | +2.8% |
| 3M | +14.3% | +2.5% | +11.7% | +11.7% |
| 6M | +4.0% | +9.2% | -5.2% | -4.0% |
| YTD | -3.7% | +9.8% | -13.5% | -11.7% |
| 1Y | -0.4% | +12.4% | -12.7% | -10.7% |
| 3Y | +23.3% | +55.9% | -32.6% | -19.3% |
| 5Y | -18.9% | +63.9% | -82.8% | -49.8% |
| All | +37.0% | +250.0% | -213.0% | -58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling