+37.3%
MDT vs VMC
+0.8%
+36.5%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.4% | +2.1% |
| 7D | +1.0% | -1.3% | +2.3% | +1.5% |
| 30D | +9.2% | +15.5% | -6.3% | +4.5% |
| 3M | +14.5% | +0.6% | +13.9% | +14.1% |
| 6M | +37.3% | +2.1% | +35.2% | +39.6% |
| All | +37.3% | +0.8% | +36.5% | +39.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling