+24.6%
MDT vs VO
+56.0%
-31.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.1% |
| 7D | -0.3% | -0.6% | +0.3% | 0.0% |
| 30D | +2.8% | -1.9% | +4.7% | +3.8% |
| 3M | +13.1% | +3.3% | +9.8% | +11.1% |
| 6M | +2.3% | +9.7% | -7.4% | -2.7% |
| YTD | -2.7% | +12.6% | -15.3% | -9.0% |
| 1Y | +0.9% | +13.6% | -12.8% | -6.2% |
| All | +24.6% | +56.0% | -31.5% | -4.2% |
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