-29.9%
VST vs MDT
+14.1%
-44.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.9% | -2.5% |
| 7D | -6.0% | +2.7% | -8.8% | -4.9% |
| 30D | -18.8% | +14.8% | -33.6% | -16.0% |
| 3M | -8.0% | +14.6% | -22.6% | -4.7% |
| 6M | -10.9% | +35.7% | -46.6% | -7.0% |
| YTD | -18.3% | +8.5% | -26.8% | -14.7% |
| 1Y | -29.9% | +13.3% | -43.2% | -26.9% |
| All | -29.9% | +14.1% | -44.1% | -26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling