+172.7%
MDY vs VIG
+250.0%
-77.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | 0.0% |
| 7D | -1.9% | -1.1% | -0.8% | -0.6% |
| 30D | -4.6% | -2.7% | -1.9% | -1.5% |
| 3M | -1.2% | +2.5% | -3.8% | -4.1% |
| 6M | +9.2% | +9.2% | 0.0% | -1.6% |
| YTD | +13.1% | +9.8% | +3.2% | +1.3% |
| 1Y | +13.0% | +12.4% | +0.6% | -1.4% |
| 3Y | +49.2% | +55.9% | -6.7% | -10.6% |
| 5Y | +47.2% | +63.9% | -16.7% | -16.2% |
| All | +172.7% | +250.0% | -77.3% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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