+402.8%
VUG vs MDY
+165.3%
+237.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | +2.5% | +2.3% | +0.2% | +0.6% |
| 30D | -6.3% | +2.0% | -8.3% | -7.7% |
| 3M | -6.0% | -5.6% | -0.4% | -1.4% |
| 6M | -3.5% | +1.3% | -4.8% | -4.5% |
| YTD | +3.9% | +12.3% | -8.4% | -5.6% |
| 1Y | +5.1% | +15.8% | -10.7% | -7.0% |
| 3Y | +77.9% | +56.5% | +21.4% | +21.9% |
| 5Y | +62.4% | +35.1% | +27.3% | +25.5% |
| All | +402.8% | +165.3% | +237.5% | +133.8% |
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