-18.2%
MDT vs VTRS
+47.1%
-65.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | -3.4% | -2.2% | -1.2% | -3.0% |
| 30D | +0.2% | +3.3% | -3.1% | -0.5% |
| 3M | +14.3% | +2.0% | +12.3% | +13.7% |
| 6M | +4.0% | +19.9% | -15.9% | 0.0% |
| YTD | -3.7% | +35.7% | -39.4% | -9.9% |
| 1Y | -0.4% | +68.1% | -68.4% | -11.0% |
| 3Y | +23.3% | +87.1% | -63.8% | +5.0% |
| All | -18.2% | +47.1% | -65.3% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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