-45.2%
MDB vs VCIT
+3.7%
-48.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.2% | -7.5% | -7.7% |
| 7D | -20.9% | +0.5% | -21.3% | -21.7% |
| 30D | -15.6% | +2.1% | -17.6% | -19.5% |
| 3M | -19.1% | -1.6% | -17.5% | -16.2% |
| 6M | +14.2% | -1.6% | +15.8% | +18.2% |
| YTD | -27.4% | -1.5% | -25.9% | -25.0% |
| 1Y | -13.0% | -0.4% | -12.7% | -12.3% |
| 3Y | -11.2% | +19.6% | -30.8% | -43.2% |
| 5Y | -45.2% | +3.3% | -48.4% | -46.4% |
| All | -45.2% | +3.7% | -48.9% | -46.4% |
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