-8.4%
MDB vs VCIT
+19.8%
-28.2%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.2% | -7.5% | -7.6% |
| 7D | -20.9% | +0.5% | -21.3% | -21.4% |
| 30D | -15.6% | +2.1% | -17.6% | -18.1% |
| 3M | -19.1% | -1.6% | -17.5% | -17.3% |
| 6M | +14.2% | -1.6% | +15.8% | +16.8% |
| YTD | -27.4% | -1.5% | -25.9% | -25.9% |
| 1Y | -13.0% | -0.4% | -12.7% | -12.5% |
| All | -8.4% | +19.8% | -28.2% | -38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling