-24.5%
MDB vs VMC
+52.4%
-76.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.8% | -2.1% |
| 7D | -18.0% | -0.5% | -17.5% | -17.9% |
| 30D | -10.7% | -9.1% | -1.6% | -3.8% |
| 3M | +1.0% | -4.1% | +5.1% | +1.9% |
| 6M | +31.6% | -5.5% | +37.2% | +31.1% |
| YTD | -15.2% | -8.9% | -6.3% | -13.9% |
| 1Y | +10.1% | -12.9% | +23.1% | +15.7% |
| 3Y | -5.6% | +22.1% | -27.8% | -34.3% |
| 5Y | -24.5% | +52.7% | -77.3% | -56.2% |
| All | -24.5% | +52.4% | -76.9% | -56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling