+954.3%
MDB vs VCIT
+25.7%
+928.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +3.0% | -0.5% | +3.5% | +3.8% |
| 30D | -11.3% | +1.5% | -12.8% | -13.9% |
| 3M | -23.0% | -1.0% | -22.1% | -21.7% |
| 6M | +14.8% | -1.7% | +16.4% | +18.3% |
| YTD | -19.4% | -1.4% | -18.1% | -17.4% |
| 1Y | -9.0% | -0.9% | -8.0% | -7.4% |
| 3Y | -10.3% | +19.8% | -30.1% | -36.5% |
| 5Y | -38.4% | +4.6% | -43.0% | -45.8% |
| All | +954.3% | +25.7% | +928.6% | +821.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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