-23.5%
MDB vs ITOT
+71.8%
-95.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +5.0% | +5.7% |
| 7D | -2.8% | -2.0% | -0.7% | +1.5% |
| 30D | -14.9% | -2.0% | -12.9% | -11.1% |
| 3M | +7.3% | +4.5% | +2.8% | -2.0% |
| 6M | +38.2% | +12.6% | +25.5% | +7.3% |
| YTD | -10.9% | +12.0% | -22.9% | -29.4% |
| 1Y | +11.6% | +17.3% | -5.6% | -19.8% |
| 3Y | -0.9% | +75.2% | -76.2% | -70.7% |
| 5Y | -23.5% | +74.0% | -97.5% | -72.5% |
| All | -23.5% | +71.8% | -95.3% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling