+1,029.4%
MDB vs VYM
+157.9%
+871.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.8% | -3.8% |
| 7D | -1.8% | -0.8% | -1.0% | -1.0% |
| 30D | -17.3% | -2.2% | -15.0% | -15.3% |
| 3M | +2.2% | +3.1% | -0.9% | -1.0% |
| 6M | +33.9% | +9.7% | +24.2% | +21.2% |
| YTD | -13.7% | +14.9% | -28.6% | -25.3% |
| 1Y | +9.1% | +17.6% | -8.5% | -7.9% |
| 3Y | -8.1% | +65.3% | -73.4% | -44.1% |
| 5Y | -25.9% | +78.7% | -104.6% | -56.2% |
| All | +1,029.4% | +157.9% | +871.5% | +387.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 10y: compounded portfolio wealth divided by compounded VYM 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…
10y analysis · Full analysis span regression · 6 months rolling