+3,547.4%
VMC vs DD
+1,166.0%
+2,381.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.9% | -1.2% |
| 7D | +1.1% | +2.2% | -1.1% | +0.1% |
| 30D | +17.7% | +20.7% | -3.0% | +8.5% |
| 3M | +1.1% | +11.3% | -10.3% | -3.6% |
| 6M | +1.8% | +6.0% | -4.1% | -1.1% |
| YTD | +1.5% | +31.7% | -30.2% | -10.6% |
| 1Y | -1.1% | +32.2% | -33.4% | -13.1% |
| 3Y | +38.8% | +92.7% | -53.9% | +0.9% |
| 5Y | +49.6% | +72.1% | -22.6% | +12.5% |
| 10Y | +130.6% | +99.7% | +31.0% | +53.2% |
| All | +3,547.4% | +1,166.0% | +2,381.4% | +1,184.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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