+722.8%
MDY vs VO
+825.6%
-102.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +2.3% | +3.1% | -0.8% | -0.9% |
| 30D | +2.0% | +2.2% | -0.2% | -0.2% |
| 3M | -5.6% | -2.5% | -3.1% | -3.1% |
| 6M | +1.3% | +7.0% | -5.7% | -5.5% |
| YTD | +12.3% | +14.0% | -1.7% | -1.7% |
| 1Y | +15.8% | +15.6% | +0.1% | -0.2% |
| 3Y | +56.5% | +66.2% | -9.7% | -6.3% |
| 5Y | +35.1% | +36.6% | -1.5% | -1.1% |
| 10Y | +167.4% | +199.0% | -31.6% | -10.4% |
| All | +722.8% | +825.6% | -102.8% | -10.8% |
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