-23.5%
MDB vs VTEB
+0.8%
-24.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +6.2% |
| 7D | -2.8% | -1.2% | -1.5% | +0.4% |
| 30D | -14.9% | -2.9% | -12.0% | -8.0% |
| 3M | +7.3% | -3.2% | +10.5% | +17.1% |
| 6M | +38.2% | -2.6% | +40.8% | +48.8% |
| YTD | -10.9% | -1.8% | -9.1% | -5.4% |
| 1Y | +11.6% | +0.2% | +11.4% | +12.7% |
| 3Y | -0.9% | +8.2% | -9.1% | -22.4% |
| 5Y | -23.5% | +0.8% | -24.4% | -29.6% |
| All | -23.5% | +0.8% | -24.3% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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