+384.8%
V vs MDY
+170.4%
+214.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.7% | +0.5% |
| 7D | -2.9% | -0.8% | -2.1% | -2.3% |
| 30D | +1.9% | -3.9% | +5.7% | +4.9% |
| 3M | +13.2% | 0.0% | +13.3% | +12.9% |
| 6M | +16.7% | +8.5% | +8.2% | +8.7% |
| YTD | +5.4% | +13.2% | -7.8% | -5.2% |
| 1Y | +7.7% | +15.0% | -7.4% | -4.6% |
| 3Y | +52.0% | +49.6% | +2.4% | +6.6% |
| 5Y | +67.7% | +46.0% | +21.7% | +18.8% |
| 10Y | +384.8% | +176.4% | +208.4% | +99.1% |
| All | +384.8% | +170.4% | +214.3% | +99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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