+1,855.0%
VRT vs MDB
+516.6%
+1,338.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.4% | -4.5% | -3.5% |
| 7D | -17.7% | -1.0% | -16.7% | -17.2% |
| 30D | -20.0% | -14.0% | -6.0% | -16.7% |
| 3M | -28.1% | -20.3% | -7.8% | -24.9% |
| 6M | -42.8% | +10.9% | -53.7% | -46.5% |
| YTD | +20.0% | -20.9% | +40.9% | +19.6% |
| 1Y | +3.5% | -11.2% | +14.7% | -0.6% |
| 3Y | +366.1% | -11.9% | +378.0% | +317.9% |
| 5Y | +632.2% | -40.2% | +672.3% | +540.6% |
| All | +1,855.0% | +516.6% | +1,338.4% | +1,224.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling