+201.1%
MDT vs VIG
+623.5%
-422.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.6% |
| 7D | +3.2% | -0.4% | +3.7% | +3.6% |
| 30D | +9.5% | -1.0% | +10.5% | +10.5% |
| 3M | +16.0% | +2.8% | +13.2% | +13.2% |
| 6M | +0.2% | +8.2% | -8.0% | -6.5% |
| YTD | -0.3% | +11.0% | -11.3% | -9.2% |
| 1Y | +4.7% | +16.1% | -11.4% | -8.5% |
| 3Y | +26.5% | +56.2% | -29.6% | -15.7% |
| 5Y | -18.2% | +63.0% | -81.2% | -47.9% |
| 10Y | +40.0% | +241.4% | -201.4% | -53.4% |
| All | +201.1% | +623.5% | -422.4% | -45.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling