+79.5%
VUG vs MDY
+57.0%
+22.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +0.9% | +0.7% |
| 7D | +4.4% | +3.0% | +1.4% | +1.9% |
| 30D | -7.3% | +0.8% | -8.2% | -7.9% |
| 3M | -4.2% | -5.1% | +0.9% | -0.1% |
| 6M | -1.6% | +1.2% | -2.7% | -2.4% |
| YTD | +4.9% | +12.5% | -7.6% | -4.6% |
| 1Y | +3.8% | +13.8% | -10.0% | -6.5% |
| All | +79.5% | +57.0% | +22.5% | +35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling