-49.0%
VRT vs MDT
+32.5%
-81.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.9% | +6.4% | +0.9% |
| 7D | -21.4% | +5.4% | -26.8% | -17.0% |
| 30D | -25.8% | +19.1% | -44.9% | -13.6% |
| 3M | -33.5% | +19.5% | -53.0% | -21.9% |
| 6M | -49.0% | +33.5% | -82.5% | -33.8% |
| All | -49.0% | +32.5% | -81.5% | -33.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling