+1,049.8%
MDB vs VSH
+76.7%
+973.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.4% | -8.5% | -5.7% |
| 7D | -17.4% | +4.1% | -21.5% | -18.9% |
| 30D | -2.0% | -4.2% | +2.1% | -1.2% |
| 3M | -3.0% | -50.0% | +47.0% | +20.6% |
| 6M | +48.7% | +80.2% | -31.5% | +4.2% |
| YTD | -12.1% | +121.1% | -133.2% | -44.2% |
| 1Y | +14.5% | +112.0% | -97.5% | -26.8% |
| 3Y | -6.1% | +22.5% | -28.7% | -27.5% |
| 5Y | -27.3% | +64.0% | -91.4% | -50.8% |
| All | +1,049.8% | +76.7% | +973.1% | +555.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling