+38.0%
MDT vs VSH
+179.3%
-141.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.7% | -0.1% |
| 7D | -1.6% | +3.1% | -4.7% | -2.1% |
| 30D | +1.0% | -5.7% | +6.7% | +1.9% |
| 3M | +15.2% | -42.5% | +57.7% | +25.4% |
| 6M | +3.7% | +82.7% | -79.0% | -15.7% |
| YTD | -3.0% | +118.2% | -121.2% | -24.9% |
| 1Y | +2.5% | +109.7% | -107.2% | -20.6% |
| 3Y | +26.5% | +35.3% | -8.8% | +5.5% |
| 5Y | -18.3% | +65.6% | -83.9% | -38.0% |
| All | +38.0% | +179.3% | -141.3% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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