-2.3%
MDB vs VO
+58.9%
-61.3%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -3.7% |
| 7D | -17.4% | -0.3% | -17.2% | -17.1% |
| 30D | -2.0% | -0.3% | -1.7% | -1.3% |
| 3M | -3.0% | +2.9% | -6.0% | -7.3% |
| 6M | +48.7% | +9.3% | +39.3% | +27.7% |
| YTD | -12.1% | +14.2% | -26.3% | -29.0% |
| 1Y | +14.5% | +15.3% | -0.8% | -9.2% |
| All | -2.3% | +58.9% | -61.3% | -50.8% |
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