+109.6%
VRT vs MDT
+2.2%
+107.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.5% | -9.1% | -9.8% |
| 7D | +2.4% | -0.3% | +2.7% | +2.2% |
| 30D | -2.7% | +2.8% | -5.4% | -1.4% |
| 3M | -9.2% | +13.1% | -22.3% | -3.3% |
| 6M | -0.5% | +2.3% | -2.8% | +5.2% |
| YTD | +62.3% | -2.7% | +65.0% | +68.1% |
| 1Y | +109.6% | +0.9% | +108.7% | +132.8% |
| All | +109.6% | +2.2% | +107.4% | +132.8% |
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