+566.9%
MDY vs VCLT
+103.3%
+463.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.7% |
| 7D | +1.0% | +0.3% | +0.7% | +1.0% |
| 30D | -3.1% | -0.6% | -2.6% | -3.0% |
| 3M | +1.8% | -2.2% | +4.1% | +2.3% |
| 6M | +10.8% | -2.9% | +13.7% | +11.5% |
| YTD | +14.4% | -2.1% | +16.5% | +15.0% |
| 1Y | +15.2% | -2.6% | +17.8% | +15.9% |
| 3Y | +51.2% | +12.5% | +38.7% | +48.3% |
| 5Y | +47.2% | -15.3% | +62.5% | +45.3% |
| 10Y | +171.1% | +16.6% | +154.5% | +185.3% |
| All | +566.9% | +103.3% | +463.5% | +886.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling