+53.0%
MDT vs VLTO
+69.5%
-16.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.4% | -3.1% |
| 7D | +5.4% | +5.4% | +0.1% | +3.6% |
| 30D | +19.1% | +22.3% | -3.3% | +11.1% |
| 3M | +19.5% | +19.6% | -0.2% | +12.2% |
| 6M | +33.5% | +35.2% | -1.7% | +20.5% |
| YTD | +8.7% | +17.9% | -9.2% | +1.8% |
| 1Y | +16.8% | +19.5% | -2.7% | +8.8% |
| 3Y | +53.0% | +73.9% | -20.9% | +32.1% |
| All | +53.0% | +69.5% | -16.5% | +32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling