+56.4%
V vs MDB
-5.3%
+61.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | -0.7% |
| 7D | -1.7% | -17.4% | +15.7% | -0.7% |
| 30D | +2.0% | -2.0% | +4.0% | +1.8% |
| 3M | +17.4% | -3.0% | +20.4% | +17.0% |
| 6M | +17.5% | +48.7% | -31.2% | +13.5% |
| YTD | +7.6% | -12.1% | +19.7% | +7.2% |
| 1Y | +7.7% | +14.5% | -6.8% | +5.1% |
| All | +56.4% | -5.3% | +61.7% | +49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling