+38.0%
MDT vs VMC
+154.4%
-116.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -1.6% | -3.7% | +2.1% | -0.5% |
| 30D | +1.0% | -12.8% | +13.8% | +5.0% |
| 3M | +15.2% | -7.9% | +23.1% | +17.8% |
| 6M | +3.7% | -7.5% | +11.2% | +5.6% |
| YTD | -3.0% | -11.6% | +8.7% | -0.3% |
| 1Y | +2.5% | -14.3% | +16.7% | +6.1% |
| 3Y | +26.5% | +18.5% | +8.0% | +16.6% |
| 5Y | -18.3% | +46.8% | -65.0% | -30.7% |
| All | +38.0% | +154.4% | -116.4% | -2.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling