-18.2%
MDT vs VYM
+77.5%
-95.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.3% |
| 7D | -3.4% | -0.8% | -2.6% | -2.8% |
| 30D | +0.2% | -2.2% | +2.5% | +2.1% |
| 3M | +14.3% | +3.1% | +11.2% | +11.6% |
| 6M | +4.0% | +9.7% | -5.7% | -3.4% |
| YTD | -3.7% | +14.9% | -18.6% | -13.9% |
| 1Y | -0.4% | +17.6% | -17.9% | -12.7% |
| 3Y | +23.3% | +65.3% | -42.0% | -19.1% |
| All | -18.2% | +77.5% | -95.7% | -50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling