+1,917.9%
VRT vs MDB
+508.0%
+1,409.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +4.6% | +5.0% | +8.5% |
| 7D | -10.6% | -0.9% | -9.7% | -10.1% |
| 30D | -17.4% | -15.2% | -2.3% | -13.7% |
| 3M | -26.4% | -17.9% | -8.5% | -23.8% |
| 6M | -41.0% | +9.3% | -50.3% | -44.6% |
| YTD | +23.8% | -22.0% | +45.8% | +23.9% |
| 1Y | +11.6% | -9.3% | +20.9% | +6.5% |
| 3Y | +403.5% | -10.4% | +413.9% | +349.5% |
| 5Y | +647.0% | -43.2% | +690.3% | +559.8% |
| All | +1,917.9% | +508.0% | +1,409.8% | +1,271.6% |
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