-24.5%
MDB vs VTV
+80.1%
-104.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +1.2% |
| 7D | -4.5% | -0.7% | -3.9% | -3.5% |
| 30D | -14.0% | -0.5% | -13.5% | -13.4% |
| 3M | +5.3% | +5.3% | 0.0% | -3.6% |
| 6M | +31.9% | +12.9% | +19.0% | +6.9% |
| YTD | -14.6% | +18.5% | -33.1% | -36.1% |
| 1Y | +8.2% | +25.3% | -17.0% | -26.7% |
| 3Y | -5.0% | +68.2% | -73.2% | -62.0% |
| 5Y | -24.5% | +80.6% | -105.2% | -70.2% |
| All | -24.5% | +80.1% | -104.7% | -70.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling