+875.5%
MDB vs VO
+146.0%
+729.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.9% |
| 7D | -11.4% | -2.6% | -8.8% | -7.7% |
| 30D | -13.8% | -0.9% | -12.9% | -12.1% |
| 3M | -15.5% | -3.0% | -12.4% | -10.7% |
| 6M | +17.9% | +2.2% | +15.7% | +14.6% |
| YTD | -25.5% | +10.6% | -36.0% | -35.4% |
| 1Y | -12.1% | +12.5% | -24.6% | -25.9% |
| 3Y | -5.9% | +61.4% | -67.3% | -52.7% |
| 5Y | -43.7% | +33.4% | -77.1% | -58.9% |
| All | +875.5% | +146.0% | +729.5% | +269.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling