+38.0%
MDT vs VUG
+419.9%
-381.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | 0.0% |
| 7D | -1.6% | -1.9% | +0.3% | -0.6% |
| 30D | +1.0% | -1.6% | +2.6% | +1.8% |
| 3M | +15.2% | +4.4% | +10.8% | +12.2% |
| 6M | +3.7% | +13.2% | -9.5% | -3.6% |
| YTD | -3.0% | +7.5% | -10.5% | -7.5% |
| 1Y | +2.5% | +12.5% | -10.0% | -5.0% |
| 3Y | +26.5% | +86.0% | -59.5% | -15.2% |
| 5Y | -18.3% | +76.5% | -94.8% | -44.4% |
| All | +38.0% | +419.9% | -381.9% | -61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 10y: compounded portfolio wealth divided by compounded VUG 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…
10y analysis · Full analysis span regression · 6 months rolling