+46.3%
MDY vs VYM
+77.5%
-31.2%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | 0.0% |
| 7D | -1.9% | -0.8% | -1.1% | -0.9% |
| 30D | -4.6% | -2.2% | -2.4% | -1.9% |
| 3M | -1.2% | +3.1% | -4.3% | -4.9% |
| 6M | +9.2% | +9.7% | -0.5% | -2.8% |
| YTD | +13.1% | +14.9% | -1.8% | -5.0% |
| 1Y | +13.0% | +17.6% | -4.6% | -7.7% |
| 3Y | +49.2% | +65.3% | -16.1% | -20.1% |
| All | +46.3% | +77.5% | -31.2% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 5y: compounded portfolio wealth divided by compounded VYM 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…
5y analysis · Full analysis span regression · 6 months rolling