-9.3%
MDB vs VLTO
+54.1%
-63.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.4% | -6.8% | -7.0% |
| 7D | -20.9% | +12.0% | -32.9% | -26.0% |
| 30D | -15.6% | +20.8% | -36.4% | -24.9% |
| 3M | -19.1% | +20.1% | -39.2% | -27.7% |
| 6M | +14.2% | +32.6% | -18.4% | -4.7% |
| YTD | -27.4% | +17.3% | -44.7% | -34.3% |
| 1Y | -13.0% | +17.3% | -30.3% | -21.4% |
| 3Y | -11.2% | +66.9% | -78.1% | -34.5% |
| All | -9.3% | +54.1% | -63.5% | -29.4% |
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