+7,764.3%
MDT vs VTRS
+548.0%
+7,216.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -1.6% | -3.3% | +1.7% | -0.9% |
| 30D | +1.0% | +1.4% | -0.3% | +0.7% |
| 3M | +15.2% | +4.6% | +10.6% | +14.0% |
| 6M | +3.7% | +18.1% | -14.4% | 0.0% |
| YTD | -3.0% | +34.7% | -37.6% | -9.2% |
| 1Y | +2.5% | +65.6% | -63.2% | -8.1% |
| 3Y | +26.5% | +83.8% | -57.3% | +9.1% |
| 5Y | -18.3% | +46.5% | -64.8% | -27.7% |
| 10Y | +40.2% | -48.6% | +88.7% | +42.9% |
| All | +7,764.3% | +548.0% | +7,216.3% | +3,642.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling