-11.6%
MDB vs VO
+66.5%
-78.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.7% | -1.7% |
| 7D | +6.8% | +3.1% | +3.7% | +1.5% |
| 30D | -6.2% | +2.2% | -8.4% | -9.2% |
| 3M | -29.2% | -2.5% | -26.7% | -25.8% |
| 6M | +10.3% | +7.0% | +3.3% | -0.5% |
| YTD | -20.4% | +14.0% | -34.4% | -35.2% |
| 1Y | -4.8% | +15.6% | -20.5% | -24.5% |
| 3Y | -11.6% | +66.2% | -77.8% | -61.5% |
| All | -11.6% | +66.5% | -78.1% | -61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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