-21.5%
VST vs MDLN
+13.3%
-34.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.3% | +10.9% | +10.5% |
| 7D | -9.8% | +23.4% | -33.2% | -5.9% |
| 30D | -25.1% | +11.8% | -37.0% | -22.5% |
| 3M | -11.6% | +14.9% | -26.4% | -8.1% |
| 6M | -20.9% | -5.6% | -15.3% | -18.5% |
| YTD | -22.3% | -5.6% | -16.7% | -17.1% |
| All | -21.5% | +13.3% | -34.8% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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