+46.1%
MDT vs VLTO
+55.4%
-9.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.3% |
| 7D | -3.7% | +0.8% | -4.5% | -3.9% |
| 30D | +8.6% | +18.7% | -10.1% | +2.7% |
| 3M | +12.2% | +21.7% | -9.5% | +5.2% |
| 6M | +33.7% | +35.8% | -2.1% | +21.3% |
| YTD | +7.8% | +18.3% | -10.4% | +1.3% |
| 1Y | +8.9% | +20.9% | -12.0% | +1.6% |
| 3Y | +57.6% | +68.8% | -11.2% | +38.3% |
| All | +46.1% | +55.4% | -9.3% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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