-88.3%
MDWD vs VT
+252.5%
-340.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.7% | +4.3% | +4.7% |
| 7D | +4.7% | -0.3% | +5.0% | +5.1% |
| 30D | +5.1% | -1.4% | +6.5% | +6.5% |
| 3M | -0.7% | -1.4% | +0.7% | +0.5% |
| 6M | -17.7% | +5.5% | -23.2% | -21.6% |
| YTD | -23.1% | +12.8% | -35.9% | -30.6% |
| 1Y | -20.7% | +15.4% | -36.1% | -29.7% |
| 3Y | +72.7% | +76.9% | -4.1% | +9.0% |
| 5Y | -44.4% | +60.4% | -104.8% | -62.3% |
| 10Y | -63.1% | +232.8% | -295.9% | -86.4% |
| All | -88.3% | +252.5% | -340.8% | -96.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling