+942.1%
MDB vs VSH
+48.4%
+893.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.2% | +2.6% | -0.1% |
| 7D | +6.8% | +14.3% | -7.5% | +1.3% |
| 30D | -6.2% | -7.9% | +1.7% | -4.0% |
| 3M | -29.2% | -19.9% | -9.4% | -25.1% |
| 6M | +10.3% | -30.5% | +40.8% | +15.8% |
| YTD | -20.4% | +85.7% | -106.0% | -47.1% |
| 1Y | -4.8% | +98.9% | -103.8% | -38.9% |
| 3Y | -11.6% | +32.1% | -43.7% | -36.7% |
| 5Y | -41.0% | +39.7% | -80.7% | -58.4% |
| All | +942.1% | +48.4% | +893.7% | +521.9% |
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