+1,017.5%
MDB vs VSH
+76.1%
+941.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.4% |
| 7D | -4.5% | +3.5% | -8.1% | -5.8% |
| 30D | -14.0% | -4.4% | -9.6% | -13.1% |
| 3M | +5.3% | -45.8% | +51.1% | +26.7% |
| 6M | +31.9% | +90.1% | -58.3% | -9.5% |
| YTD | -14.6% | +120.3% | -134.9% | -45.7% |
| 1Y | +8.2% | +112.2% | -104.0% | -30.8% |
| 3Y | -5.0% | +36.6% | -41.6% | -30.4% |
| 5Y | -24.5% | +67.0% | -91.6% | -49.2% |
| All | +1,017.5% | +76.1% | +941.4% | +538.3% |
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