-9.6%
MMED vs VT
+8.0%
-17.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.2% | -8.2% | -8.2% |
| 7D | -8.6% | -2.3% | -6.3% | -6.6% |
| 30D | -12.6% | -5.0% | -7.6% | -8.7% |
| 3M | -9.3% | -4.9% | -4.4% | -5.3% |
| 6M | +41.7% | -1.5% | +43.3% | +40.9% |
| All | -9.6% | +8.0% | -17.6% | -22.6% |
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 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