-45.4%
VRT vs MDY
+0.8%
-46.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.3% |
| 7D | +10.5% | +2.3% | +8.2% | +4.1% |
| 30D | -9.3% | +2.0% | -11.3% | -13.0% |
| 3M | -29.6% | -5.6% | -24.0% | -16.3% |
| 6M | -45.4% | +1.3% | -46.6% | -43.1% |
| All | -45.4% | +0.8% | -46.2% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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