+318.8%
VWO vs MDY
+613.0%
-294.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -0.7% |
| 7D | -1.7% | -2.5% | +0.8% | +0.6% |
| 30D | -0.3% | -5.0% | +4.7% | +4.5% |
| 3M | +4.0% | +0.5% | +3.5% | +3.5% |
| 6M | +8.1% | +8.0% | +0.1% | +0.8% |
| YTD | +11.6% | +12.2% | -0.5% | +0.4% |
| 1Y | +16.2% | +14.0% | +2.2% | +2.7% |
| 3Y | +63.3% | +48.2% | +15.1% | +9.2% |
| 5Y | +33.4% | +46.1% | -12.7% | -12.8% |
| 10Y | +113.3% | +173.8% | -60.4% | -33.8% |
| All | +318.8% | +613.0% | -294.2% | -54.9% |
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 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