+743.8%
MDY vs VO
+827.2%
-83.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.3% |
| 7D | +0.1% | -0.3% | +0.4% | +0.4% |
| 30D | -1.5% | -0.3% | -1.2% | -1.1% |
| 3M | +0.8% | +2.9% | -2.2% | -2.2% |
| 6M | +7.4% | +9.3% | -1.9% | -1.9% |
| YTD | +15.2% | +14.2% | +1.0% | +0.6% |
| 1Y | +16.5% | +15.3% | +1.3% | +0.9% |
| 3Y | +46.8% | +56.2% | -9.5% | -6.4% |
| 5Y | +46.0% | +42.4% | +3.6% | +2.4% |
| 10Y | +172.1% | +194.7% | -22.7% | -7.5% |
| All | +743.8% | +827.2% | -83.4% | -8.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling