+824.0%
MIDD vs VT
+374.2%
+449.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -0.9% | +0.4% | -1.3% | -1.4% |
| 30D | -17.4% | +1.0% | -18.4% | -18.4% |
| 3M | -10.8% | +2.4% | -13.2% | -13.2% |
| 6M | -13.5% | +12.0% | -25.5% | -23.7% |
| YTD | -6.6% | +15.3% | -21.9% | -20.4% |
| 1Y | -2.0% | +22.6% | -24.6% | -21.9% |
| 3Y | -5.2% | +74.7% | -79.9% | -48.4% |
| 5Y | -22.8% | +66.1% | -89.0% | -55.0% |
| 10Y | +7.9% | +225.0% | -217.1% | -67.7% |
| All | +824.0% | +374.2% | +449.8% | +100.1% |
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