+8,801.5%
MDT vs VSH
+1,390.4%
+7,411.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.2% | +6.1% | +2.4% |
| 7D | +1.0% | +14.3% | -13.3% | -1.0% |
| 30D | +9.2% | -7.9% | +17.0% | +9.4% |
| 3M | +14.5% | -19.9% | +34.3% | +16.2% |
| 6M | +37.3% | -30.5% | +67.8% | +39.0% |
| YTD | +9.8% | +85.7% | -75.8% | -4.8% |
| 1Y | +10.5% | +98.9% | -88.4% | -5.3% |
| 3Y | +57.4% | +32.1% | +25.3% | +39.1% |
| 5Y | +1.2% | +39.7% | -38.5% | -12.3% |
| 10Y | +63.2% | +117.6% | -54.3% | +30.0% |
| All | +8,801.5% | +1,390.4% | +7,411.1% | +4,073.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling