+13.8%
VRT vs MDT
+20.2%
-6.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +6.1% | -19.0% | -9.6% |
| 7D | -15.4% | +10.7% | -26.1% | -10.5% |
| 30D | -19.0% | +19.3% | -38.3% | -11.4% |
| 3M | -23.8% | +22.8% | -46.6% | -15.7% |
| 6M | -37.9% | +36.4% | -74.2% | -28.7% |
| YTD | +27.0% | +12.1% | +14.9% | +44.3% |
| 1Y | +13.8% | +19.9% | -6.1% | +31.6% |
| All | +13.8% | +20.2% | -6.4% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 1y: compounded portfolio wealth divided by compounded MDT 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…
1y analysis · Full analysis span regression · 6 months rolling