+1,010.1%
MDB vs VFC
-72.1%
+1,082.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.6% | -2.9% |
| 7D | -18.0% | +0.8% | -18.9% | -18.3% |
| 30D | -10.7% | -11.9% | +1.2% | -7.3% |
| 3M | +1.0% | -20.2% | +21.1% | +6.5% |
| 6M | +31.6% | -23.0% | +54.6% | +39.3% |
| YTD | -15.2% | -26.2% | +11.0% | -9.4% |
| 1Y | +10.1% | -13.3% | +23.4% | +9.7% |
| 3Y | -5.6% | -25.5% | +19.8% | -11.0% |
| 5Y | -24.5% | -78.1% | +53.6% | +12.4% |
| All | +1,010.1% | -72.1% | +1,082.1% | +1,348.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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