-45.2%
MDB vs VSH
+24.4%
-69.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.7% | -3.0% | +0.6% |
| 7D | -11.4% | -12.9% | +1.6% | -6.9% |
| 30D | -13.8% | -36.9% | +23.0% | +1.4% |
| 3M | -15.5% | -28.8% | +13.3% | -6.2% |
| 6M | +17.9% | -30.3% | +48.2% | +20.1% |
| YTD | -25.5% | +62.4% | -87.8% | -52.4% |
| 1Y | -12.1% | +62.5% | -74.6% | -44.0% |
| 3Y | -5.9% | +7.4% | -13.3% | -29.5% |
| All | -45.2% | +24.4% | -69.6% | -68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling