+18.1%
MDB vs ROIV
+276.5%
-258.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.5% | -1.4% |
| 7D | +6.8% | +1.7% | +5.2% | +6.4% |
| 30D | -6.2% | +17.6% | -23.8% | -9.8% |
| 3M | -29.2% | +9.0% | -38.2% | -31.4% |
| 6M | +10.3% | +35.3% | -25.0% | +0.1% |
| YTD | -20.4% | +82.2% | -102.5% | -33.8% |
| 1Y | -4.8% | +92.3% | -97.1% | -22.3% |
| 3Y | -11.6% | +336.8% | -348.4% | -42.1% |
| 5Y | -41.0% | +370.6% | -411.6% | -69.5% |
| All | +18.1% | +276.5% | -258.4% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling