+361.8%
VRT vs MDT
+54.6%
+307.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.9% | +6.4% | +2.5% |
| 7D | -21.4% | +5.4% | -26.8% | -19.8% |
| 30D | -25.8% | +19.1% | -44.9% | -21.8% |
| 3M | -33.5% | +19.5% | -53.0% | -29.9% |
| 6M | -49.0% | +33.5% | -82.5% | -44.9% |
| YTD | +12.9% | +8.7% | +4.3% | +19.3% |
| 1Y | 0.0% | +16.8% | -16.8% | +7.0% |
| 3Y | +361.8% | +53.0% | +308.8% | +442.0% |
| All | +361.8% | +54.6% | +307.2% | +442.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling