-6.9%
MDB vs VLTO
+54.8%
-61.7%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.5% |
| 7D | -11.4% | +5.4% | -16.8% | -13.9% |
| 30D | -13.8% | +22.3% | -36.1% | -23.9% |
| 3M | -15.5% | +19.6% | -35.1% | -24.2% |
| 6M | +17.9% | +35.2% | -17.2% | -2.7% |
| YTD | -25.5% | +17.9% | -43.3% | -32.6% |
| 1Y | -12.1% | +19.5% | -31.6% | -21.4% |
| 3Y | -5.9% | +73.9% | -79.8% | -31.8% |
| All | -6.9% | +54.8% | -61.7% | -27.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling