+1,049.8%
MDB vs ITOT
+230.7%
+819.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -3.6% |
| 7D | -17.4% | +0.1% | -17.5% | -17.6% |
| 30D | -2.0% | 0.0% | -2.0% | -1.8% |
| 3M | -3.0% | +2.0% | -5.0% | -5.6% |
| 6M | +48.7% | +13.0% | +35.6% | +22.3% |
| YTD | -12.1% | +14.0% | -26.1% | -28.0% |
| 1Y | +14.5% | +19.9% | -5.4% | -13.3% |
| 3Y | -6.1% | +75.8% | -82.0% | -59.6% |
| 5Y | -27.3% | +73.8% | -101.2% | -64.9% |
| All | +1,049.8% | +230.7% | +819.1% | +164.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling