+170.5%
MDY vs VO
+197.9%
-27.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | 0.0% |
| 7D | -2.5% | -2.5% | 0.0% | +0.2% |
| 30D | -5.0% | -3.2% | -1.8% | -1.6% |
| 3M | +0.5% | +3.9% | -3.5% | -3.6% |
| 6M | +8.0% | +9.6% | -1.6% | -2.1% |
| YTD | +12.2% | +11.6% | +0.6% | -0.3% |
| 1Y | +14.0% | +12.6% | +1.4% | +0.4% |
| 3Y | +48.2% | +55.4% | -7.2% | -6.8% |
| 5Y | +46.1% | +41.8% | +4.2% | +1.1% |
| All | +170.5% | +197.9% | -27.4% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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