+500.0%
MDY vs VIG
+617.8%
-117.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | +0.3% |
| 7D | +1.0% | -0.4% | +1.4% | +1.5% |
| 30D | -3.1% | -2.1% | -1.0% | -0.6% |
| 3M | +1.8% | +3.3% | -1.5% | -2.1% |
| 6M | +10.8% | +9.3% | +1.5% | -0.4% |
| YTD | +14.4% | +10.1% | +4.3% | +1.9% |
| 1Y | +15.2% | +14.7% | +0.5% | -2.3% |
| 3Y | +51.2% | +56.9% | -5.8% | -11.5% |
| 5Y | +47.2% | +62.9% | -15.7% | -17.1% |
| 10Y | +171.1% | +241.3% | -70.2% | -37.1% |
| All | +500.0% | +617.8% | -117.8% | -45.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling