+232.6%
MDT vs VUG
+1,200.5%
-967.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -3.7% | +4.4% | -8.1% | -6.2% |
| 30D | +8.6% | -7.3% | +15.9% | +13.2% |
| 3M | +12.2% | -4.2% | +16.4% | +14.5% |
| 6M | +33.7% | -1.6% | +35.3% | +33.3% |
| YTD | +7.8% | +4.9% | +2.9% | +2.8% |
| 1Y | +8.9% | +3.8% | +5.1% | +4.3% |
| 3Y | +57.6% | +79.4% | -21.8% | +2.1% |
| 5Y | -0.7% | +63.9% | -64.6% | -33.6% |
| 10Y | +60.3% | +404.0% | -343.8% | -54.1% |
| All | +232.6% | +1,200.5% | -967.9% | -51.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling