+37.0%
MDT vs VTR
+99.2%
-62.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -3.4% | -0.3% | -3.1% | -3.3% |
| 30D | +0.2% | +1.1% | -0.9% | -0.1% |
| 3M | +14.3% | +7.9% | +6.4% | +11.5% |
| 6M | +4.0% | +6.2% | -2.2% | +1.7% |
| YTD | -3.7% | +17.7% | -21.4% | -8.7% |
| 1Y | -0.4% | +32.9% | -33.2% | -9.1% |
| 3Y | +23.3% | +129.7% | -106.4% | -5.5% |
| 5Y | -18.9% | +89.3% | -108.2% | -35.2% |
| All | +37.0% | +99.2% | -62.2% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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