+1,010.1%
MDB vs VMC
+140.1%
+869.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.8% | -2.7% |
| 7D | -18.0% | -0.5% | -17.5% | -17.9% |
| 30D | -10.7% | -9.1% | -1.6% | -6.6% |
| 3M | +1.0% | -4.1% | +5.1% | +1.9% |
| 6M | +31.6% | -5.5% | +37.2% | +32.2% |
| YTD | -15.2% | -8.9% | -6.3% | -13.5% |
| 1Y | +10.1% | -12.9% | +23.1% | +14.5% |
| 3Y | -5.6% | +22.1% | -27.8% | -17.4% |
| 5Y | -24.5% | +52.7% | -77.3% | -38.8% |
| All | +1,010.1% | +140.1% | +869.9% | +630.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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