+200.2%
MDT vs VTV
+712.5%
-512.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.3% |
| 7D | -0.3% | -0.7% | +0.3% | +0.2% |
| 30D | +2.8% | -0.5% | +3.3% | +3.2% |
| 3M | +13.1% | +5.3% | +7.8% | +8.9% |
| 6M | +2.3% | +12.9% | -10.5% | -6.4% |
| YTD | -2.7% | +18.5% | -21.2% | -14.2% |
| 1Y | +0.9% | +25.3% | -24.4% | -14.8% |
| 3Y | +26.8% | +68.2% | -41.4% | -14.0% |
| 5Y | -19.5% | +80.6% | -100.1% | -48.2% |
| 10Y | +40.6% | +232.9% | -192.3% | -40.8% |
| All | +200.2% | +712.5% | -512.3% | -30.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling