+10.1%
MDB vs VMC
-11.8%
+22.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.8% | -3.4% |
| 7D | -18.0% | -0.5% | -17.5% | -18.0% |
| 30D | -10.7% | -9.1% | -1.6% | -10.5% |
| 3M | +1.0% | -4.1% | +5.1% | +0.4% |
| 6M | +31.6% | -5.5% | +37.2% | +29.3% |
| YTD | -15.2% | -8.9% | -6.3% | -12.3% |
| 1Y | +10.1% | -12.9% | +23.1% | +14.2% |
| All | +10.1% | -11.8% | +22.0% | +14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling