-39.3%
VG vs MDY
+17.6%
-56.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | +1.7% | +0.1% | +1.6% | +1.5% |
| 30D | +16.0% | -1.5% | +17.5% | +17.1% |
| 3M | +9.7% | +0.8% | +9.0% | +7.7% |
| 6M | +29.6% | +7.4% | +22.1% | +15.4% |
| YTD | +112.0% | +15.2% | +96.8% | +68.2% |
| 1Y | +12.8% | +16.5% | -3.7% | -11.3% |
| All | -39.3% | +17.6% | -56.9% | -46.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling