-28.3%
MDRR price history and return analytics
+65.7%
-94.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.6% | +7.2% | +6.7% |
| 7D | +6.6% | -0.1% | +6.7% | +6.6% |
| 30D | +6.9% | -0.7% | +7.5% | +6.9% |
| 3M | +15.3% | +4.0% | +11.3% | +14.6% |
| 6M | +17.1% | +12.3% | +4.8% | +15.1% |
| YTD | +7.6% | +14.0% | -6.4% | +5.3% |
| 1Y | -1.4% | +20.3% | -21.7% | -4.5% |
| 3Y | +30.8% | +75.4% | -44.7% | +16.6% |
| 5Y | -28.3% | +66.0% | -94.3% | -32.3% |
| All | -28.3% | +65.7% | -94.0% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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