+2,289.8%
VMC vs MDY
+2,594.0%
-304.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.4% | -0.4% |
| 7D | -1.3% | +2.3% | -3.5% | -3.2% |
| 30D | +15.5% | +2.0% | +13.5% | +13.5% |
| 3M | +0.6% | -5.6% | +6.2% | +5.9% |
| 6M | +2.1% | +1.3% | +0.8% | +1.1% |
| YTD | -1.6% | +12.3% | -13.9% | -10.9% |
| 1Y | -1.2% | +15.8% | -17.0% | -12.9% |
| 3Y | +35.3% | +56.5% | -21.2% | -9.3% |
| 5Y | +43.6% | +35.1% | +8.5% | +9.3% |
| 10Y | +126.7% | +167.4% | -40.7% | -5.5% |
| All | +2,289.8% | +2,594.0% | -304.2% | +194.3% |
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 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