-2.6%
MDB vs VLTO
+56.1%
-58.7%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.8% | +3.8% | +4.2% |
| 7D | -0.9% | +2.0% | -3.0% | -1.9% |
| 30D | -15.2% | +21.8% | -37.0% | -24.8% |
| 3M | -17.9% | +20.2% | -38.1% | -26.6% |
| 6M | +9.3% | +36.3% | -27.0% | -10.3% |
| YTD | -22.0% | +18.8% | -40.8% | -29.8% |
| 1Y | -9.3% | +20.4% | -29.7% | -19.3% |
| 3Y | -10.4% | +71.9% | -82.3% | -34.6% |
| All | -2.6% | +56.1% | -58.7% | -24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling