-24.7%
MDB vs VCIT
+4.1%
-28.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -17.4% | -0.3% | -17.1% | -16.8% |
| 30D | -2.0% | -0.8% | -1.3% | -0.3% |
| 3M | -3.0% | -1.0% | -2.0% | -0.6% |
| 6M | +48.7% | -1.8% | +50.5% | +55.0% |
| YTD | -12.1% | -0.7% | -11.4% | -10.7% |
| 1Y | +14.5% | +1.0% | +13.5% | +12.0% |
| 3Y | -6.1% | +18.8% | -25.0% | -38.6% |
| All | -24.7% | +4.1% | -28.8% | -27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling