+37.0%
MDT vs VNQ
+64.0%
-27.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.2% |
| 7D | -3.4% | -1.3% | -2.1% | -2.6% |
| 30D | +0.2% | -2.6% | +2.8% | +1.8% |
| 3M | +14.3% | -2.0% | +16.3% | +15.8% |
| 6M | +4.0% | +4.3% | -0.3% | +1.3% |
| YTD | -3.7% | +9.2% | -12.9% | -9.0% |
| 1Y | -0.4% | +5.6% | -6.0% | -3.9% |
| 3Y | +23.3% | +30.8% | -7.5% | +2.4% |
| 5Y | -18.9% | +8.0% | -26.9% | -24.4% |
| All | +37.0% | +64.0% | -27.0% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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