+379.7%
VRT vs MDB
-11.2%
+390.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.6% | -2.0% | -3.2% |
| 7D | +10.5% | +6.8% | +3.7% | +8.9% |
| 30D | -9.3% | -6.2% | -3.1% | -7.6% |
| 3M | -29.6% | -29.2% | -0.4% | -24.5% |
| 6M | -45.4% | +10.3% | -55.7% | -48.6% |
| YTD | +24.8% | -20.4% | +45.2% | +25.9% |
| 1Y | +23.6% | -4.8% | +28.4% | +16.7% |
| 3Y | +379.7% | -11.6% | +391.3% | +334.4% |
| All | +379.7% | -11.2% | +390.9% | +334.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling