+320.2%
V vs MDB
+892.0%
-571.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.6% | -4.8% | -0.7% |
| 7D | -0.8% | -0.9% | +0.1% | -0.7% |
| 30D | +9.5% | -15.2% | +24.7% | +11.4% |
| 3M | +16.7% | -17.9% | +34.6% | +18.2% |
| 6M | +32.9% | +9.3% | +23.6% | +28.3% |
| YTD | +21.1% | -22.0% | +43.1% | +21.0% |
| 1Y | +26.6% | -9.3% | +36.0% | +23.3% |
| 3Y | +78.4% | -10.4% | +88.7% | +64.7% |
| 5Y | +105.5% | -43.2% | +148.7% | +88.4% |
| All | +320.2% | +892.0% | -571.8% | +94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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