+135.1%
VGT vs MDB
-22.0%
+157.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.3% | -5.4% | -1.9% |
| 7D | -1.0% | -2.8% | +1.7% | -0.5% |
| 30D | -0.4% | -14.9% | +14.4% | +2.4% |
| 3M | +6.6% | +7.3% | -0.7% | +3.8% |
| 6M | +31.0% | +38.2% | -7.1% | +19.5% |
| YTD | +27.2% | -10.9% | +38.2% | +25.9% |
| 1Y | +34.5% | +11.6% | +22.8% | +25.8% |
| 3Y | +123.1% | -0.9% | +124.0% | +98.5% |
| 5Y | +135.1% | -23.5% | +158.6% | +100.8% |
| All | +135.1% | -22.0% | +157.1% | +100.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling