+446.2%
MDY vs VT
+345.0%
+101.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.1% | +0.2% | +0.2% |
| 7D | -3.4% | -4.2% | +0.7% | +0.8% |
| 30D | -3.2% | -5.8% | +2.6% | +2.9% |
| 3M | -6.7% | -5.2% | -1.4% | -1.5% |
| 6M | -1.8% | +0.1% | -1.9% | -2.1% |
| YTD | +9.2% | +8.2% | +0.9% | +0.4% |
| 1Y | +11.7% | +10.1% | +1.6% | +1.0% |
| 3Y | +49.5% | +69.7% | -20.2% | -12.5% |
| 5Y | +31.2% | +53.4% | -22.2% | -14.4% |
| 10Y | +174.7% | +219.2% | -44.5% | -10.5% |
| All | +446.2% | +345.0% | +101.2% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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