+111.5%
VGT vs MDB
-39.7%
+151.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.8% | +1.0% | +2.5% |
| 7D | -1.6% | +3.0% | -4.5% | -2.1% |
| 30D | -10.1% | -11.3% | +1.2% | -8.0% |
| 3M | -5.3% | -23.0% | +17.8% | -1.3% |
| 6M | +0.2% | +14.8% | -14.5% | -5.3% |
| YTD | +21.1% | -19.4% | +40.5% | +21.3% |
| 1Y | +18.2% | -9.0% | +27.1% | +14.7% |
| 3Y | +107.4% | -10.3% | +117.7% | +87.6% |
| 5Y | +111.5% | -38.4% | +149.9% | +88.0% |
| All | +111.5% | -39.7% | +151.3% | +88.0% |
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 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