+935.2%
MDB vs VCLT
+10.2%
+924.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +2.4% |
| 7D | -1.0% | +0.2% | -1.2% | -1.3% |
| 30D | -14.0% | +2.3% | -16.3% | -15.9% |
| 3M | -20.3% | -1.1% | -19.3% | -19.5% |
| 6M | +10.9% | -4.2% | +15.0% | +15.3% |
| YTD | -20.9% | -3.4% | -17.5% | -18.3% |
| 1Y | -11.2% | -3.8% | -7.4% | -7.9% |
| 3Y | -11.9% | +14.7% | -26.6% | -23.2% |
| 5Y | -40.2% | -16.7% | -23.5% | -32.5% |
| All | +935.2% | +10.2% | +924.9% | +1,015.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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