+959.5%
MDB vs VSH
+54.9%
+904.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.6% | +5.1% | +2.2% |
| 7D | +11.6% | +26.2% | -14.7% | +2.1% |
| 30D | -8.9% | -12.5% | +3.6% | -5.1% |
| 3M | -22.4% | -16.9% | -5.5% | -18.9% |
| 6M | +10.1% | -17.0% | +27.0% | +6.9% |
| YTD | -19.0% | +93.8% | -112.9% | -47.1% |
| 1Y | -7.0% | +99.3% | -106.3% | -40.1% |
| 3Y | -9.8% | +35.0% | -44.8% | -35.8% |
| 5Y | -40.1% | +45.8% | -85.9% | -58.3% |
| All | +959.5% | +54.9% | +904.6% | +522.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 10y: compounded portfolio wealth divided by compounded VSH 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…
10y analysis · Full analysis span regression · 6 months rolling