+1,216.9%
VST vs MDT
+41.3%
+1,175.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.4% | +3.1% |
| 7D | +8.9% | +3.2% | +5.7% | +7.6% |
| 30D | +6.2% | +9.5% | -3.3% | +2.3% |
| 3M | -2.7% | +16.0% | -18.7% | -8.9% |
| 6M | -8.4% | +0.2% | -8.6% | -8.9% |
| YTD | -7.2% | -0.3% | -6.9% | -7.8% |
| 1Y | -20.9% | +4.7% | -25.6% | -23.6% |
| 3Y | +384.0% | +26.5% | +357.5% | +316.0% |
| 5Y | +757.1% | -18.2% | +775.3% | +819.3% |
| All | +1,216.9% | +41.3% | +1,175.6% | +923.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling