+5.2%
VUG vs MDB
-8.5%
+13.7%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +1.8% |
| 7D | -3.0% | -16.5% | +13.5% | -1.2% |
| 30D | -6.4% | -8.6% | +2.2% | -5.6% |
| 3M | -3.2% | -13.6% | +10.4% | -2.5% |
| 6M | +3.1% | +24.1% | -21.0% | -0.2% |
| YTD | +6.3% | -21.8% | +28.0% | +6.5% |
| 1Y | +5.2% | -7.7% | +12.9% | +4.1% |
| All | +5.2% | -8.5% | +13.7% | +4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling