-1.8%
VGT vs MDB
+8.8%
-10.6%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | 0.0% | -1.4% |
| 7D | +2.5% | +6.8% | -4.4% | +1.4% |
| 30D | -9.5% | -6.2% | -3.3% | -8.6% |
| 3M | -9.5% | -29.2% | +19.7% | -6.2% |
| 6M | -1.8% | +10.3% | -12.1% | -4.0% |
| All | -1.8% | +8.8% | -10.6% | -4.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling