-11.6%
MDB vs VWO
+56.0%
-67.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.6% | -1.5% |
| 7D | +6.8% | +2.0% | +4.9% | +4.5% |
| 30D | -6.2% | -4.3% | -1.9% | -1.2% |
| 3M | -29.2% | -6.4% | -22.9% | -23.6% |
| 6M | +10.3% | -5.6% | +15.9% | +17.5% |
| YTD | -20.4% | +5.2% | -25.6% | -25.2% |
| 1Y | -4.8% | +5.2% | -10.0% | -10.5% |
| 3Y | -11.6% | +55.5% | -67.1% | -49.7% |
| All | -11.6% | +56.0% | -67.6% | -49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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