+436.9%
MDYV vs VT
+345.0%
+91.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.1% | +0.8% | +0.2% |
| 7D | -1.8% | -4.2% | +2.4% | +1.8% |
| 30D | +1.6% | -5.8% | +7.4% | +6.9% |
| 3M | -4.1% | -5.2% | +1.1% | +0.3% |
| 6M | +2.0% | +0.1% | +1.9% | +1.5% |
| YTD | +10.4% | +8.2% | +2.2% | +2.6% |
| 1Y | +14.1% | +10.1% | +4.0% | +4.5% |
| 3Y | +51.6% | +69.7% | -18.1% | -3.7% |
| 5Y | +39.1% | +53.4% | -14.2% | -3.3% |
| 10Y | +171.0% | +219.2% | -48.2% | +9.5% |
| All | +436.9% | +345.0% | +91.9% | +61.6% |
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