-64.3%
MDWD vs VT
+215.5%
-279.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.2% | +6.7% | +6.7% |
| 7D | +7.1% | -2.3% | +9.5% | +9.3% |
| 30D | +10.9% | -5.0% | +15.8% | +15.7% |
| 3M | -0.2% | -4.9% | +4.7% | +3.9% |
| 6M | -18.0% | -1.5% | -16.4% | -17.2% |
| YTD | -22.8% | +8.5% | -31.3% | -27.9% |
| 1Y | -21.0% | +11.4% | -32.3% | -27.6% |
| 3Y | +79.9% | +70.1% | +9.9% | +19.4% |
| 5Y | -43.5% | +53.7% | -97.2% | -59.8% |
| All | -64.3% | +215.5% | -279.8% | -82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling