+145.7%
VMC vs MDY
+177.2%
-31.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.1% |
| 7D | -3.8% | -1.9% | -1.9% | -2.1% |
| 30D | -9.7% | -4.6% | -5.0% | -5.7% |
| 3M | -9.6% | -1.2% | -8.4% | -8.6% |
| 6M | -4.8% | +9.2% | -14.0% | -12.0% |
| YTD | -10.9% | +13.1% | -23.9% | -20.0% |
| 1Y | -15.6% | +13.0% | -28.6% | -24.3% |
| 3Y | +19.3% | +49.2% | -29.9% | -17.5% |
| 5Y | +48.0% | +47.2% | +0.8% | +3.4% |
| All | +145.7% | +177.2% | -31.5% | -10.1% |
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