-44.6%
VG vs MDY
+14.7%
-59.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | +14.0% | +2.3% | +11.7% | +12.1% |
| 30D | -1.0% | +2.0% | -3.0% | -2.7% |
| 3M | -2.7% | -5.6% | +2.9% | +1.4% |
| 6M | +1.5% | +1.3% | +0.2% | -2.2% |
| YTD | +93.7% | +12.3% | +81.4% | +56.3% |
| 1Y | +68.5% | +15.8% | +52.8% | +28.7% |
| All | -44.6% | +14.7% | -59.2% | -50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling