+487.1%
MDY vs VYM
+488.1%
-1.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | 0.0% |
| 7D | -1.9% | -0.8% | -1.1% | -1.0% |
| 30D | -4.6% | -2.2% | -2.4% | -2.1% |
| 3M | -1.2% | +3.1% | -4.3% | -4.6% |
| 6M | +9.2% | +9.7% | -0.5% | -1.6% |
| YTD | +13.1% | +14.9% | -1.8% | -3.3% |
| 1Y | +13.0% | +17.6% | -4.6% | -5.8% |
| 3Y | +49.2% | +65.3% | -16.1% | -14.7% |
| 5Y | +47.2% | +78.7% | -31.5% | -22.1% |
| 10Y | +176.0% | +208.2% | -32.2% | -19.4% |
| All | +487.1% | +488.1% | -1.0% | -17.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling