-19.5%
MDT vs VSH
+67.3%
-86.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | -0.3% | +3.5% | -3.8% | -0.6% |
| 30D | +2.8% | -4.4% | +7.1% | +3.1% |
| 3M | +13.1% | -45.8% | +58.9% | +19.5% |
| 6M | +2.3% | +90.1% | -87.8% | -11.1% |
| YTD | -2.7% | +120.3% | -123.0% | -17.7% |
| 1Y | +0.9% | +112.2% | -111.4% | -14.7% |
| 3Y | +26.8% | +36.6% | -9.8% | +14.0% |
| 5Y | -19.5% | +67.0% | -86.5% | -34.0% |
| All | -19.5% | +67.3% | -86.7% | -34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling