+16.3%
MDB vs VG
-51.4%
+67.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -4.0% | -3.2% | -6.6% |
| 7D | -20.9% | -22.0% | +1.1% | -17.6% |
| 30D | -15.6% | -14.7% | -0.8% | -13.5% |
| 3M | -19.1% | -7.1% | -12.0% | -18.9% |
| 6M | +14.2% | -11.2% | +25.4% | +14.0% |
| YTD | -27.4% | +69.8% | -97.3% | -40.0% |
| 1Y | -13.0% | +49.9% | -62.9% | -26.5% |
| All | +16.3% | -51.4% | +67.7% | +10.1% |
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