-9.1%
MDB vs VWO
+64.3%
-73.4%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.3% |
| 7D | -4.5% | +0.2% | -4.7% | -4.7% |
| 30D | -14.0% | +0.9% | -14.9% | -14.9% |
| 3M | +5.3% | +4.3% | +1.1% | 0.0% |
| 6M | +31.9% | +10.5% | +21.3% | +15.4% |
| YTD | -14.6% | +13.4% | -28.0% | -26.7% |
| 1Y | +8.2% | +18.6% | -10.3% | -12.1% |
| All | -9.1% | +64.3% | -73.4% | -50.7% |
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