+1,049.8%
MDB vs VMC
+144.2%
+905.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.6% |
| 6M | +48.7% | -10.8% | +59.4% | +53.5% |
| YTD | -12.1% | -7.4% | -4.7% | -11.1% |
| 1Y | +14.5% | -9.5% | +24.0% | +16.7% |
| 3Y | -6.1% | +20.5% | -26.6% | -17.4% |
| 5Y | -27.3% | +51.6% | -78.9% | -41.1% |
| All | +1,049.8% | +144.2% | +905.6% | +649.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling