-8.1%
MDB vs VTV
+67.6%
-75.7%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.8% | -4.0% |
| 7D | -1.8% | -1.1% | -0.7% | -0.4% |
| 30D | -17.3% | -1.0% | -16.2% | -16.3% |
| 3M | +2.2% | +4.6% | -2.4% | -4.0% |
| 6M | +33.9% | +13.5% | +20.4% | +11.7% |
| YTD | -13.7% | +18.5% | -32.2% | -32.0% |
| 1Y | +9.1% | +22.9% | -13.8% | -18.7% |
| 3Y | -8.1% | +67.8% | -76.0% | -53.0% |
| All | -8.1% | +67.6% | -75.7% | -53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 3y: compounded portfolio wealth divided by compounded VTV 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…
3y analysis · Full analysis span regression · 6 months rolling