+1,049.8%
MDB vs VFC
-71.5%
+1,121.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.4% | -6.4% | -4.8% |
| 7D | -17.4% | -1.6% | -15.8% | -17.1% |
| 30D | -2.0% | -11.6% | +9.6% | +1.6% |
| 3M | -3.0% | -18.1% | +15.1% | +1.5% |
| 6M | +48.7% | -27.4% | +76.0% | +60.1% |
| YTD | -12.1% | -24.8% | +12.7% | -6.7% |
| 1Y | +14.5% | -8.2% | +22.7% | +11.9% |
| 3Y | -6.1% | -29.1% | +23.0% | -9.4% |
| 5Y | -27.3% | -79.2% | +51.8% | +9.6% |
| All | +1,049.8% | -71.5% | +1,121.3% | +1,391.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling