+38.0%
MDT vs VO
+197.9%
-159.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.4% |
| 7D | -1.6% | -2.5% | +0.9% | +0.2% |
| 30D | +1.0% | -3.2% | +4.3% | +3.5% |
| 3M | +15.2% | +3.9% | +11.3% | +11.9% |
| 6M | +3.7% | +9.6% | -6.0% | -3.3% |
| YTD | -3.0% | +11.6% | -14.6% | -10.9% |
| 1Y | +2.5% | +12.6% | -10.1% | -6.6% |
| 3Y | +26.5% | +55.4% | -28.9% | -10.9% |
| 5Y | -18.3% | +41.8% | -60.1% | -39.0% |
| All | +38.0% | +197.9% | -159.9% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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