+1,250.4%
VUG vs MDY
+745.0%
+505.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | -0.1% | +0.1% | -0.2% | -0.2% |
| 30D | -0.3% | -1.5% | +1.2% | +0.9% |
| 3M | -0.7% | +0.8% | -1.5% | -1.3% |
| 6M | +14.6% | +7.4% | +7.2% | +8.2% |
| YTD | +9.0% | +15.2% | -6.2% | -2.8% |
| 1Y | +14.9% | +16.5% | -1.7% | +1.3% |
| 3Y | +86.0% | +46.8% | +39.3% | +35.5% |
| 5Y | +76.7% | +46.0% | +30.7% | +30.2% |
| 10Y | +411.3% | +172.1% | +239.2% | +124.5% |
| All | +1,250.4% | +745.0% | +505.5% | +146.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling