-46.6%
VG vs MDY
+16.2%
-62.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.8% | +4.7% | +4.9% |
| 7D | +5.5% | +0.2% | +5.3% | +5.4% |
| 30D | -3.6% | +2.1% | -5.7% | -5.2% |
| 3M | -4.0% | -3.6% | -0.3% | -1.4% |
| 6M | +9.4% | +1.7% | +7.7% | +5.4% |
| YTD | +86.6% | +13.8% | +72.8% | +49.2% |
| 1Y | +69.5% | +15.5% | +54.0% | +31.9% |
| All | -46.6% | +16.2% | -62.8% | -52.6% |
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