-40.5%
MDB vs VEU
+47.6%
-88.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.6% | -1.5% |
| 7D | +6.8% | +2.1% | +4.7% | +3.1% |
| 30D | -6.2% | -0.9% | -5.3% | -4.3% |
| 3M | -29.2% | -5.4% | -23.9% | -22.0% |
| 6M | +10.3% | -1.8% | +12.1% | +12.2% |
| YTD | -20.4% | +10.9% | -31.3% | -36.5% |
| 1Y | -4.8% | +13.6% | -18.4% | -27.5% |
| 3Y | -11.6% | +69.3% | -80.8% | -71.3% |
| All | -40.5% | +47.6% | -88.1% | -70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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