-24.5%
MDB vs VEU
+56.2%
-80.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.4% | +2.0% |
| 7D | -4.5% | +0.3% | -4.8% | -5.1% |
| 30D | -14.0% | +0.7% | -14.6% | -15.1% |
| 3M | +5.3% | +4.7% | +0.6% | -4.1% |
| 6M | +31.9% | +11.6% | +20.2% | +4.3% |
| YTD | -14.6% | +16.8% | -31.4% | -37.6% |
| 1Y | +8.2% | +24.9% | -16.6% | -30.5% |
| 3Y | -5.0% | +75.7% | -80.7% | -70.3% |
| 5Y | -24.5% | +56.1% | -80.7% | -68.1% |
| All | -24.5% | +56.2% | -80.7% | -68.1% |
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