-2.3%
MDB vs VMC
+25.7%
-28.0%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.0% | -4.5% |
| 7D | -17.4% | -4.3% | -13.1% | -15.8% |
| 30D | -2.0% | -8.2% | +6.2% | +2.0% |
| 3M | -3.0% | -7.0% | +4.0% | -0.9% |
| 6M | +48.7% | -10.8% | +59.4% | +53.7% |
| YTD | -12.1% | -7.4% | -4.7% | -11.9% |
| 1Y | +14.5% | -9.5% | +24.0% | +15.8% |
| All | -2.3% | +25.7% | -28.0% | -23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling