-25.3%
MDB vs VWO
+34.0%
-59.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.8% | -4.2% |
| 7D | -1.8% | -1.8% | 0.0% | +0.8% |
| 30D | -17.3% | -0.1% | -17.2% | -17.3% |
| 3M | +2.2% | +2.2% | 0.0% | -2.1% |
| 6M | +33.9% | +8.8% | +25.1% | +14.0% |
| YTD | -13.7% | +12.4% | -26.1% | -29.8% |
| 1Y | +9.1% | +15.6% | -6.5% | -15.5% |
| 3Y | -8.1% | +62.5% | -70.7% | -62.3% |
| All | -25.3% | +34.0% | -59.4% | -54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling