+19.5%
MDB vs VG
-51.4%
+70.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.7% |
| 7D | -11.4% | -22.0% | +10.7% | -7.7% |
| 30D | -13.8% | -11.6% | -2.2% | -12.2% |
| 3M | -15.5% | -14.9% | -0.6% | -13.9% |
| 6M | +17.9% | -3.5% | +21.5% | +16.0% |
| YTD | -25.5% | +70.0% | -95.4% | -38.4% |
| 1Y | -12.1% | +50.0% | -62.1% | -25.7% |
| All | +19.5% | -51.4% | +70.8% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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