+207.6%
MDT vs VUG
+1,251.8%
-1,044.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.4% |
| 7D | +3.2% | -0.1% | +3.3% | +3.3% |
| 30D | +9.5% | -0.3% | +9.8% | +9.6% |
| 3M | +16.0% | -0.7% | +16.7% | +15.8% |
| 6M | +0.2% | +14.6% | -14.4% | -8.8% |
| YTD | -0.3% | +9.0% | -9.3% | -6.6% |
| 1Y | +4.7% | +14.9% | -10.1% | -5.5% |
| 3Y | +26.5% | +86.0% | -59.5% | -19.6% |
| 5Y | -18.2% | +76.7% | -94.9% | -47.8% |
| 10Y | +40.0% | +411.3% | -371.3% | -59.9% |
| All | +207.6% | +1,251.8% | -1,044.2% | -56.3% |
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