+1,839.9%
MEDP vs VT
+224.5%
+1,615.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.3% |
| 7D | -1.6% | +0.4% | -2.0% | -2.1% |
| 30D | +0.6% | +1.0% | -0.4% | -0.7% |
| 3M | +28.9% | +2.4% | +26.5% | +24.1% |
| 6M | +26.9% | +12.0% | +14.9% | +9.0% |
| YTD | +5.3% | +15.3% | -10.1% | -13.0% |
| 1Y | +22.6% | +22.6% | 0.0% | -6.3% |
| 3Y | +116.2% | +74.7% | +41.5% | +5.3% |
| 5Y | +203.0% | +66.1% | +136.8% | +58.7% |
| All | +1,839.9% | +224.5% | +1,615.5% | +402.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling