+195.8%
MDT vs VYM
+484.2%
-288.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.1% |
| 7D | -1.6% | -1.9% | +0.3% | -0.1% |
| 30D | +1.0% | -2.6% | +3.6% | +3.2% |
| 3M | +15.2% | +3.6% | +11.6% | +12.1% |
| 6M | +3.7% | +8.7% | -5.0% | -3.0% |
| YTD | -3.0% | +14.1% | -17.1% | -12.8% |
| 1Y | +2.5% | +17.8% | -15.3% | -10.3% |
| 3Y | +26.5% | +64.5% | -38.1% | -15.7% |
| 5Y | -18.3% | +77.5% | -95.8% | -48.9% |
| 10Y | +40.2% | +206.1% | -166.0% | -42.4% |
| All | +195.8% | +484.2% | -288.3% | -23.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling