+770.2%
MDT vs VTR
+1,484.0%
-713.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -0.3% | -2.9% | +2.6% | +0.2% |
| 30D | +2.8% | -2.8% | +5.6% | +3.2% |
| 3M | +13.1% | +9.0% | +4.1% | +11.2% |
| 6M | +2.3% | +5.0% | -2.6% | +1.2% |
| YTD | -2.7% | +16.9% | -19.6% | -5.8% |
| 1Y | +0.9% | +34.3% | -33.4% | -4.9% |
| 3Y | +26.8% | +131.6% | -104.7% | +7.7% |
| 5Y | -19.5% | +88.0% | -107.5% | -29.6% |
| 10Y | +40.6% | +97.8% | -57.2% | +14.8% |
| All | +770.2% | +1,484.0% | -713.8% | +457.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling