+19.9%
VGT vs MDB
-8.5%
+28.4%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.5% |
| 7D | -6.5% | -16.5% | +10.0% | -4.2% |
| 30D | -10.6% | -8.6% | -2.0% | -9.5% |
| 3M | -3.7% | -13.6% | +9.9% | -2.6% |
| 6M | +10.4% | +24.1% | -13.7% | +5.7% |
| YTD | +23.1% | -21.8% | +44.8% | +24.2% |
| 1Y | +19.9% | -7.7% | +27.6% | +18.6% |
| All | +19.9% | -8.5% | +28.4% | +18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling