+24.6%
MDT vs VSH
+35.1%
-10.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | -0.3% | +3.5% | -3.8% | -0.5% |
| 30D | +2.8% | -4.4% | +7.1% | +2.9% |
| 3M | +13.1% | -45.8% | +58.9% | +17.1% |
| 6M | +2.3% | +90.1% | -87.8% | -7.8% |
| YTD | -2.7% | +120.3% | -123.0% | -14.0% |
| 1Y | +0.9% | +112.2% | -111.4% | -10.8% |
| All | +24.6% | +35.1% | -10.5% | +15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling