+2,148.4%
VMC vs MDY
+2,662.7%
-514.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | -4.3% | +0.1% | -4.5% | -4.4% |
| 30D | -8.2% | -1.5% | -6.8% | -7.0% |
| 3M | -7.0% | +0.8% | -7.8% | -7.6% |
| 6M | -10.8% | +7.4% | -18.2% | -16.1% |
| YTD | -7.4% | +15.2% | -22.6% | -18.0% |
| 1Y | -9.5% | +16.5% | -26.0% | -20.8% |
| 3Y | +20.5% | +46.8% | -26.3% | -14.7% |
| 5Y | +51.6% | +46.0% | +5.5% | +7.8% |
| 10Y | +150.0% | +172.1% | -22.0% | +2.7% |
| All | +2,148.4% | +2,662.7% | -514.3% | +170.7% |
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