+10.7%
VT vs MDLN
+13.3%
-2.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -2.3% | +23.4% | -25.7% | -3.5% |
| 30D | -5.0% | +11.8% | -16.8% | -5.6% |
| 3M | -4.9% | +14.9% | -19.7% | -5.7% |
| 6M | -1.5% | -5.6% | +4.1% | -1.3% |
| YTD | +8.5% | -5.6% | +14.1% | +9.1% |
| All | +10.7% | +13.3% | -2.6% | +11.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling