+565.8%
VGT vs MDB
+1,017.4%
-451.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.4% | +1.2% |
| 7D | +1.0% | -17.4% | +18.4% | +4.9% |
| 30D | +1.3% | -2.0% | +3.3% | +1.1% |
| 3M | -1.1% | -3.0% | +1.9% | -1.6% |
| 6M | +32.6% | +48.7% | -16.1% | +18.6% |
| YTD | +29.0% | -12.1% | +41.1% | +27.9% |
| 1Y | +39.7% | +14.5% | +25.2% | +29.6% |
| 3Y | +120.9% | -6.1% | +127.1% | +98.7% |
| 5Y | +133.6% | -27.3% | +160.9% | +100.1% |
| All | +565.8% | +1,017.4% | -451.6% | +197.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling