+19.9%
MDT vs VMC
+3.7%
+16.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.6% | +1.5% | +4.8% |
| 7D | +10.7% | +12.3% | -1.6% | +7.4% |
| 30D | +19.3% | +21.2% | -1.9% | +13.5% |
| 3M | +22.8% | +4.6% | +18.2% | +20.9% |
| 6M | +36.4% | +3.9% | +32.5% | +34.9% |
| YTD | +12.1% | +5.0% | +7.1% | +10.1% |
| 1Y | +19.9% | +2.6% | +17.3% | +18.7% |
| All | +19.9% | +3.7% | +16.2% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling