-5.6%
MDB vs VCLT
+12.2%
-17.9%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.4% | -3.4% |
| 7D | -18.0% | +0.3% | -18.3% | -18.2% |
| 30D | -10.7% | -0.6% | -10.2% | -10.3% |
| 3M | +1.0% | -2.2% | +3.2% | +2.7% |
| 6M | +31.6% | -2.9% | +34.5% | +34.6% |
| YTD | -15.2% | -2.1% | -13.1% | -13.8% |
| 1Y | +10.1% | -2.6% | +12.7% | +12.2% |
| 3Y | -5.6% | +12.5% | -18.1% | -12.4% |
| All | -5.6% | +12.2% | -17.9% | -12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling