+1.1%
MDB vs VLTO
+55.4%
-54.2%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +1.0% |
| 7D | +11.6% | +0.8% | +10.7% | +11.1% |
| 30D | -8.9% | +18.7% | -27.6% | -18.0% |
| 3M | -22.4% | +21.7% | -44.1% | -31.1% |
| 6M | +10.1% | +35.8% | -25.8% | -9.5% |
| YTD | -19.0% | +18.3% | -37.3% | -26.9% |
| 1Y | -7.0% | +20.9% | -27.9% | -17.5% |
| 3Y | -9.8% | +68.8% | -78.7% | -33.6% |
| All | +1.1% | +55.4% | -54.2% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 10y: compounded portfolio wealth divided by compounded VLTO 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…
10y analysis · Full analysis span regression · 6 months rolling