+875.5%
MDB vs VT
+154.6%
+720.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.3% |
| 7D | -11.4% | -2.3% | -9.1% | -7.9% |
| 30D | -13.8% | -5.0% | -8.9% | -5.7% |
| 3M | -15.5% | -4.9% | -10.6% | -7.3% |
| 6M | +17.9% | -1.5% | +19.5% | +21.5% |
| YTD | -25.5% | +8.5% | -33.9% | -34.1% |
| 1Y | -12.1% | +11.4% | -23.5% | -25.5% |
| 3Y | -5.9% | +70.1% | -75.9% | -58.5% |
| 5Y | -43.7% | +53.7% | -97.4% | -68.5% |
| All | +875.5% | +154.6% | +720.8% | +207.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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