+1,029.4%
MDB vs VTRS
-44.6%
+1,074.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.3% |
| 7D | -1.8% | -2.2% | +0.4% | -1.3% |
| 30D | -17.3% | +3.3% | -20.6% | -18.1% |
| 3M | +2.2% | +2.0% | +0.2% | +1.3% |
| 6M | +33.9% | +19.9% | +13.9% | +27.2% |
| YTD | -13.7% | +35.7% | -49.4% | -20.3% |
| 1Y | +9.1% | +68.1% | -59.0% | -4.6% |
| 3Y | -8.1% | +87.1% | -95.2% | -23.2% |
| 5Y | -25.9% | +47.6% | -73.5% | -36.4% |
| All | +1,029.4% | -44.6% | +1,074.0% | +953.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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