+238.8%
MDT vs VUG
+1,188.6%
-949.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.4% |
| 7D | +1.0% | +2.5% | -1.5% | -0.5% |
| 30D | +9.2% | -6.3% | +15.4% | +13.1% |
| 3M | +14.5% | -6.0% | +20.5% | +18.1% |
| 6M | +37.3% | -3.5% | +40.8% | +38.5% |
| YTD | +9.8% | +3.9% | +5.9% | +5.2% |
| 1Y | +10.5% | +5.1% | +5.4% | +5.1% |
| 3Y | +57.4% | +77.9% | -20.4% | +2.5% |
| 5Y | +1.2% | +62.4% | -61.2% | -32.0% |
| 10Y | +63.2% | +399.4% | -336.2% | -53.0% |
| All | +238.8% | +1,188.6% | -949.8% | -50.8% |
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