+76.5%
VUG vs MDY
+43.9%
+32.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | +0.3% |
| 7D | -1.9% | -2.5% | +0.6% | +0.4% |
| 30D | -1.6% | -5.0% | +3.5% | +3.1% |
| 3M | +4.4% | +0.5% | +3.9% | +3.9% |
| 6M | +13.2% | +8.0% | +5.2% | +5.5% |
| YTD | +7.5% | +12.2% | -4.7% | -3.4% |
| 1Y | +12.5% | +14.0% | -1.5% | -0.6% |
| 3Y | +86.0% | +48.2% | +37.8% | +26.3% |
| 5Y | +76.5% | +46.1% | +30.4% | +21.1% |
| All | +76.5% | +43.9% | +32.5% | +21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling