+55.5%
MDT vs VO
+68.0%
-12.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.2% | -0.6% |
| 7D | -3.2% | +0.2% | -3.4% | -3.4% |
| 30D | +10.5% | +2.0% | +8.5% | +9.3% |
| 3M | +13.0% | -0.3% | +13.3% | +13.0% |
| 6M | +38.7% | +7.3% | +31.4% | +33.3% |
| YTD | +8.5% | +15.0% | -6.5% | +0.2% |
| 1Y | +10.0% | +14.7% | -4.7% | +1.8% |
| All | +55.5% | +68.0% | -12.5% | +20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling