+15.7%
MDB vs ROIV
+287.3%
-271.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.6% | 0.0% | +3.5% |
| 7D | -0.9% | +13.3% | -14.2% | -3.9% |
| 30D | -15.2% | +14.8% | -29.9% | -18.0% |
| 3M | -17.9% | +11.9% | -29.8% | -21.0% |
| 6M | +9.3% | +42.4% | -33.1% | -2.0% |
| YTD | -22.0% | +87.4% | -109.4% | -35.6% |
| 1Y | -9.3% | +97.2% | -106.6% | -26.4% |
| 3Y | -10.4% | +375.7% | -386.1% | -42.4% |
| 5Y | -43.2% | +379.0% | -422.3% | -70.9% |
| All | +15.7% | +287.3% | -271.6% | -30.9% |
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