-45.2%
MDB vs VCIT
+3.2%
-48.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +3.0% |
| 7D | -11.4% | +0.1% | -11.5% | -11.6% |
| 30D | -13.8% | +1.9% | -15.7% | -17.6% |
| 3M | -15.5% | -1.4% | -14.0% | -12.7% |
| 6M | +17.9% | -2.1% | +20.1% | +23.6% |
| YTD | -25.5% | -1.6% | -23.8% | -22.7% |
| 1Y | -12.1% | -0.9% | -11.2% | -10.3% |
| 3Y | -5.9% | +20.0% | -25.8% | -40.4% |
| All | -45.2% | +3.2% | -48.5% | -45.7% |
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