+361.8%
VRT vs MDB
-9.9%
+371.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.7% | +0.8% | +2.8% |
| 7D | -21.4% | -11.4% | -10.0% | -18.9% |
| 30D | -25.8% | -13.8% | -12.0% | -23.0% |
| 3M | -33.5% | -15.5% | -18.1% | -31.9% |
| 6M | -49.0% | +17.9% | -67.0% | -53.3% |
| YTD | +12.9% | -25.5% | +38.4% | +15.6% |
| 1Y | 0.0% | -12.1% | +12.1% | -3.6% |
| 3Y | +361.8% | -5.9% | +367.7% | +307.4% |
| All | +361.8% | -9.9% | +371.7% | +307.4% |
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