-45.2%
MDB vs VO
+32.6%
-77.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +3.0% |
| 7D | -11.4% | -2.6% | -8.8% | -6.5% |
| 30D | -13.8% | -0.9% | -12.9% | -11.7% |
| 3M | -15.5% | -3.0% | -12.4% | -9.2% |
| 6M | +17.9% | +2.2% | +15.7% | +13.1% |
| YTD | -25.5% | +10.6% | -36.0% | -39.0% |
| 1Y | -12.1% | +12.5% | -24.6% | -30.8% |
| 3Y | -5.9% | +61.4% | -67.3% | -66.5% |
| All | -45.2% | +32.6% | -77.9% | -61.9% |
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