+875.5%
MDB vs VIG
+199.6%
+675.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +3.2% |
| 7D | -11.4% | -1.8% | -9.6% | -9.1% |
| 30D | -13.8% | +2.7% | -16.5% | -17.0% |
| 3M | -15.5% | 0.0% | -15.4% | -15.3% |
| 6M | +17.9% | +6.8% | +11.2% | +7.5% |
| YTD | -25.5% | +12.1% | -37.5% | -36.4% |
| 1Y | -12.1% | +14.8% | -26.9% | -27.6% |
| 3Y | -5.9% | +62.4% | -68.3% | -51.1% |
| 5Y | -43.7% | +59.6% | -103.3% | -68.3% |
| All | +875.5% | +199.6% | +675.9% | +184.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling