+63.9%
VUG vs MDY
+35.5%
+28.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +0.9% | +0.8% |
| 7D | +4.4% | +3.0% | +1.4% | +1.6% |
| 30D | -7.3% | +0.8% | -8.2% | -8.0% |
| 3M | -4.2% | -5.1% | +0.9% | +0.5% |
| 6M | -1.6% | +1.2% | -2.7% | -2.6% |
| YTD | +4.9% | +12.5% | -7.6% | -6.0% |
| 1Y | +3.8% | +13.8% | -10.0% | -8.0% |
| 3Y | +79.4% | +56.4% | +23.0% | +15.1% |
| 5Y | +63.9% | +35.3% | +28.6% | +19.8% |
| All | +63.9% | +35.5% | +28.4% | +19.8% |
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 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