+219.8%
VT vs MDY
+180.7%
+39.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.2% | -0.6% | +0.2% |
| 7D | +0.4% | +0.7% | -0.3% | -0.1% |
| 30D | -2.6% | +1.3% | -3.9% | -3.5% |
| 3M | -3.2% | -4.1% | +0.8% | -0.2% |
| 6M | +0.9% | +1.0% | 0.0% | +0.2% |
| YTD | +11.3% | +13.3% | -2.0% | +1.4% |
| 1Y | +14.0% | +15.7% | -1.7% | +2.2% |
| 3Y | +75.8% | +59.6% | +16.3% | +22.6% |
| 5Y | +57.8% | +36.3% | +21.5% | +22.8% |
| 10Y | +219.8% | +173.6% | +46.2% | +50.6% |
| All | +219.8% | +180.7% | +39.1% | +50.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling