+19.9%
MDT vs VYM
+21.8%
-1.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.2% | +4.9% | +5.1% |
| 7D | +10.7% | +1.2% | +9.6% | +9.7% |
| 30D | +19.3% | +5.2% | +14.1% | +14.9% |
| 3M | +22.8% | +0.5% | +22.2% | +22.1% |
| 6M | +36.4% | +7.7% | +28.7% | +29.0% |
| YTD | +12.1% | +17.2% | -5.1% | +0.3% |
| 1Y | +19.9% | +21.7% | -1.7% | +3.6% |
| All | +19.9% | +21.8% | -1.8% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 1y: compounded portfolio wealth divided by compounded VYM 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…
1y analysis · Full analysis span regression · 6 months rolling