+84.9%
VUG vs MDY
+48.7%
+36.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.3% |
| 7D | +0.1% | -0.8% | +0.9% | +0.7% |
| 30D | -1.7% | -3.9% | +2.2% | +1.4% |
| 3M | +2.8% | 0.0% | +2.9% | +2.9% |
| 6M | +13.6% | +8.5% | +5.1% | +6.5% |
| YTD | +8.1% | +13.2% | -5.1% | -2.2% |
| 1Y | +13.1% | +15.0% | -2.0% | +0.9% |
| All | +84.9% | +48.7% | +36.2% | +37.7% |
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