+166.5%
MDT vs VWO
+317.6%
-151.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.3% |
| 7D | -1.6% | -1.7% | +0.1% | -0.9% |
| 30D | +1.0% | -0.3% | +1.3% | +1.1% |
| 3M | +15.2% | +4.0% | +11.2% | +13.0% |
| 6M | +3.7% | +8.1% | -4.4% | -0.2% |
| YTD | -3.0% | +11.6% | -14.6% | -8.0% |
| 1Y | +2.5% | +16.2% | -13.8% | -4.5% |
| 3Y | +26.5% | +63.3% | -36.8% | +1.5% |
| 5Y | -18.3% | +33.4% | -51.6% | -29.2% |
| 10Y | +40.2% | +113.3% | -73.2% | -0.4% |
| All | +166.5% | +317.6% | -151.2% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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