-11.6%
MDB vs ITOT
+77.6%
-89.2%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -0.9% |
| 7D | +6.8% | +2.5% | +4.3% | +2.3% |
| 30D | -6.2% | -1.7% | -4.5% | -2.6% |
| 3M | -29.2% | -3.4% | -25.9% | -24.0% |
| 6M | +10.3% | +2.1% | +8.2% | +8.1% |
| YTD | -20.4% | +11.5% | -31.9% | -32.6% |
| 1Y | -4.8% | +13.6% | -18.4% | -22.1% |
| 3Y | -11.6% | +77.2% | -88.8% | -72.5% |
| All | -11.6% | +77.6% | -89.2% | -72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 3y: compounded portfolio wealth divided by compounded ITOT 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…
3y analysis · Full analysis span regression · 6 months rolling