-18.2%
MDT vs VTV
+80.6%
-98.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.3% |
| 7D | -3.4% | -1.1% | -2.3% | -2.5% |
| 30D | +0.2% | -1.0% | +1.2% | +1.1% |
| 3M | +14.3% | +4.6% | +9.6% | +10.1% |
| 6M | +4.0% | +13.5% | -9.5% | -6.4% |
| YTD | -3.7% | +18.5% | -22.2% | -16.4% |
| 1Y | -0.4% | +22.9% | -23.2% | -16.2% |
| 3Y | +23.3% | +67.8% | -44.5% | -21.0% |
| All | -18.2% | +80.6% | -98.8% | -51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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