+46.3%
MDY vs VEU
+55.0%
-8.7%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | -0.2% |
| 7D | -1.9% | -1.4% | -0.4% | -0.5% |
| 30D | -4.6% | -0.4% | -4.2% | -4.3% |
| 3M | -1.2% | +2.5% | -3.8% | -3.8% |
| 6M | +9.2% | +11.1% | -1.9% | -2.0% |
| YTD | +13.1% | +16.5% | -3.5% | -3.5% |
| 1Y | +13.0% | +22.9% | -9.9% | -8.6% |
| 3Y | +49.2% | +73.4% | -24.2% | -15.3% |
| All | +46.3% | +55.0% | -8.7% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 5y: compounded portfolio wealth divided by compounded VEU 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…
5y analysis · Full analysis span regression · 6 months rolling