+1,934.0%
VRT vs MDT
+43.4%
+1,890.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.9% | -5.5% | -4.3% |
| 7D | +10.5% | +1.0% | +9.5% | +10.1% |
| 30D | -9.3% | +9.2% | -18.5% | -13.1% |
| 3M | -29.6% | +14.5% | -44.1% | -34.3% |
| 6M | -45.4% | +37.3% | -82.7% | -53.9% |
| YTD | +24.8% | +9.8% | +15.0% | +17.3% |
| 1Y | +23.6% | +10.5% | +13.1% | +15.6% |
| 3Y | +379.7% | +57.4% | +322.2% | +246.2% |
| 5Y | +660.3% | +1.2% | +659.2% | +628.0% |
| All | +1,934.0% | +43.4% | +1,890.6% | +1,380.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling