-23.5%
MDB vs VTRS
+40.7%
-64.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.6% |
| 7D | -2.8% | -3.3% | +0.6% | -1.7% |
| 30D | -14.9% | +1.4% | -16.2% | -15.5% |
| 3M | +7.3% | +4.6% | +2.7% | +5.0% |
| 6M | +38.2% | +18.1% | +20.1% | +29.2% |
| YTD | -10.9% | +34.7% | -45.6% | -20.2% |
| 1Y | +11.6% | +65.6% | -54.0% | -7.2% |
| 3Y | -0.9% | +83.8% | -84.7% | -24.1% |
| 5Y | -23.5% | +46.5% | -70.0% | -40.6% |
| All | -23.5% | +40.7% | -64.2% | -40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling