-7.7%
MDB vs VIG
+19.5%
-27.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.1% | -4.2% | -4.9% |
| 7D | -16.5% | +2.7% | -19.3% | -19.6% |
| 30D | -8.6% | +7.0% | -15.6% | -17.0% |
| 3M | -13.6% | +4.0% | -17.6% | -18.1% |
| 6M | +24.1% | +12.3% | +11.8% | +5.5% |
| YTD | -21.8% | +16.4% | -38.1% | -34.9% |
| 1Y | -7.7% | +19.2% | -26.9% | -24.5% |
| All | -7.7% | +19.5% | -27.2% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 1y: compounded portfolio wealth divided by compounded VIG 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…
1y analysis · Full analysis span regression · 6 months rolling