+18.3%
VMC vs MDY
+47.3%
-29.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +1.1% |
| 7D | -3.7% | -2.5% | -1.2% | -1.6% |
| 30D | -12.8% | -5.0% | -7.7% | -8.9% |
| 3M | -7.9% | +0.5% | -8.4% | -8.2% |
| 6M | -7.5% | +8.0% | -15.5% | -12.9% |
| YTD | -11.6% | +12.2% | -23.8% | -19.1% |
| 1Y | -14.3% | +14.0% | -28.2% | -22.6% |
| All | +18.3% | +47.3% | -29.0% | -10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling