+1,010.1%
MDB vs VWO
+75.8%
+934.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.1% | -3.0% |
| 7D | -18.0% | +0.9% | -18.9% | -19.0% |
| 30D | -10.7% | +1.3% | -12.0% | -12.1% |
| 3M | +1.0% | +5.1% | -4.1% | -5.5% |
| 6M | +31.6% | +12.5% | +19.1% | +12.0% |
| YTD | -15.2% | +14.0% | -29.2% | -28.4% |
| 1Y | +10.1% | +19.7% | -9.6% | -12.5% |
| 3Y | -5.6% | +66.8% | -72.4% | -50.2% |
| 5Y | -24.5% | +36.2% | -60.7% | -47.3% |
| All | +1,010.1% | +75.8% | +934.2% | +513.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling