+1,897.4%
MEDP vs VT
+223.7%
+1,673.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.6% | +0.4% | -0.2% |
| 7D | +3.8% | +0.4% | +3.5% | +3.2% |
| 30D | +9.9% | -2.6% | +12.5% | +13.5% |
| 3M | +13.9% | -3.2% | +17.2% | +18.4% |
| 6M | +58.7% | +0.9% | +57.8% | +55.0% |
| YTD | +19.8% | +11.3% | +8.5% | +3.1% |
| 1Y | +14.2% | +14.0% | +0.2% | -4.7% |
| 3Y | +149.5% | +75.8% | +73.6% | +19.0% |
| 5Y | +201.5% | +57.8% | +143.7% | +67.4% |
| 10Y | +1,897.4% | +219.8% | +1,677.6% | +406.8% |
| All | +1,897.4% | +223.7% | +1,673.7% | +406.8% |
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