+32.8%
VSH vs MDY
+47.3%
-14.5%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | +0.8% |
| 7D | +3.1% | -2.5% | +5.6% | +8.2% |
| 30D | -5.7% | -5.0% | -0.7% | +4.3% |
| 3M | -42.5% | +0.5% | -42.9% | -41.8% |
| 6M | +82.7% | +8.0% | +74.7% | +65.3% |
| YTD | +118.2% | +12.2% | +106.1% | +85.2% |
| 1Y | +109.7% | +14.0% | +95.7% | +74.5% |
| All | +32.8% | +47.3% | -14.5% | -19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling