+172.7%
MDY vs VCLT
+17.1%
+155.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -1.9% | -1.4% | -0.5% | -1.2% |
| 30D | -4.6% | -1.2% | -3.5% | -4.1% |
| 3M | -1.2% | -4.8% | +3.5% | +1.1% |
| 6M | +9.2% | -2.6% | +11.8% | +10.7% |
| YTD | +13.1% | -3.3% | +16.4% | +15.0% |
| 1Y | +13.0% | -4.8% | +17.8% | +15.8% |
| 3Y | +49.2% | +11.5% | +37.7% | +42.1% |
| 5Y | +47.2% | -17.0% | +64.2% | +55.6% |
| All | +172.7% | +17.1% | +155.6% | +181.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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