-18.2%
MDT vs VMC
+47.0%
-65.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.9% |
| 7D | -3.4% | -3.8% | +0.4% | -2.5% |
| 30D | +0.2% | -9.7% | +9.9% | +2.8% |
| 3M | +14.3% | -9.6% | +23.9% | +17.1% |
| 6M | +4.0% | -4.8% | +8.8% | +5.1% |
| YTD | -3.7% | -10.9% | +7.2% | -1.5% |
| 1Y | -0.4% | -15.6% | +15.2% | +3.2% |
| 3Y | +23.3% | +19.3% | +4.0% | +13.4% |
| All | -18.2% | +47.0% | -65.2% | -31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling