+40.8%
MDB vs VG
-39.3%
+80.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -4.0% |
| 7D | -17.4% | +1.7% | -19.1% | -17.7% |
| 30D | -2.0% | +16.0% | -18.0% | -5.0% |
| 3M | -3.0% | +9.7% | -12.7% | -5.9% |
| 6M | +48.7% | +29.6% | +19.1% | +35.7% |
| YTD | -12.1% | +112.0% | -124.2% | -29.7% |
| 1Y | +14.5% | +12.8% | +1.7% | +6.8% |
| All | +40.8% | -39.3% | +80.1% | +29.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling