+2,364.2%
VMC vs MDY
+2,608.4%
-244.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.4% |
| 7D | +1.1% | 0.0% | +1.1% | +1.1% |
| 30D | +17.7% | +1.0% | +16.7% | +16.8% |
| 3M | +1.1% | -4.1% | +5.2% | +4.9% |
| 6M | +1.8% | +0.6% | +1.2% | +1.4% |
| YTD | +1.5% | +12.9% | -11.4% | -8.5% |
| 1Y | -1.1% | +14.6% | -15.8% | -12.1% |
| 3Y | +38.8% | +57.1% | -18.3% | -7.3% |
| 5Y | +49.6% | +37.1% | +12.5% | +12.5% |
| 10Y | +130.6% | +171.5% | -40.9% | -5.1% |
| All | +2,364.2% | +2,608.4% | -244.1% | +202.0% |
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