+299.7%
VUG vs MDB
+912.7%
-613.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.6% |
| 7D | +2.5% | +6.8% | -4.3% | +1.2% |
| 30D | -6.3% | -6.2% | -0.1% | -5.4% |
| 3M | -6.0% | -29.2% | +23.2% | -1.0% |
| 6M | -3.5% | +10.3% | -13.8% | -7.8% |
| YTD | +3.9% | -20.4% | +24.3% | +4.0% |
| 1Y | +5.1% | -4.8% | +9.9% | +1.0% |
| 3Y | +77.9% | -11.6% | +89.4% | +62.1% |
| 5Y | +62.4% | -41.0% | +103.4% | +45.3% |
| All | +299.7% | +912.7% | -613.0% | +106.2% |
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