-24.7%
MDB vs VO
+42.6%
-67.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -3.7% |
| 7D | -17.4% | -0.3% | -17.2% | -17.0% |
| 30D | -2.0% | -0.3% | -1.7% | -1.1% |
| 3M | -3.0% | +2.9% | -6.0% | -8.5% |
| 6M | +48.7% | +9.3% | +39.3% | +22.7% |
| YTD | -12.1% | +14.2% | -26.3% | -33.0% |
| 1Y | +14.5% | +15.3% | -0.8% | -14.8% |
| 3Y | -6.1% | +56.2% | -62.4% | -63.5% |
| All | -24.7% | +42.6% | -67.3% | -57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling