+942.1%
MDB vs VT
+160.6%
+781.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.4% | -1.2% |
| 7D | +6.8% | +2.4% | +4.5% | +2.9% |
| 30D | -6.2% | -1.5% | -4.7% | -3.3% |
| 3M | -29.2% | -4.1% | -25.1% | -23.5% |
| 6M | +10.3% | +0.6% | +9.7% | +10.1% |
| YTD | -20.4% | +11.0% | -31.4% | -32.3% |
| 1Y | -4.8% | +13.3% | -18.2% | -21.7% |
| 3Y | -11.6% | +73.4% | -85.0% | -62.3% |
| 5Y | -41.0% | +57.4% | -98.5% | -68.3% |
| All | +942.1% | +160.6% | +781.5% | +215.9% |
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