+942.1%
MDB vs VMC
+159.5%
+782.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.1% | -1.4% |
| 7D | +6.8% | -1.3% | +8.1% | +7.5% |
| 30D | -6.2% | +15.5% | -21.7% | -12.9% |
| 3M | -29.2% | +0.6% | -29.8% | -29.9% |
| 6M | +10.3% | +2.1% | +8.2% | +6.8% |
| YTD | -20.4% | -1.6% | -18.8% | -22.3% |
| 1Y | -4.8% | -1.2% | -3.6% | -7.4% |
| 3Y | -11.6% | +35.3% | -46.9% | -26.8% |
| 5Y | -41.0% | +43.6% | -84.6% | -52.5% |
| All | +942.1% | +159.5% | +782.6% | +556.0% |
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