+315.7%
VUG vs MDB
+986.0%
-670.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | +0.1% | -4.5% | +4.6% | +0.9% |
| 30D | -1.7% | -14.0% | +12.3% | +0.6% |
| 3M | +2.8% | +5.3% | -2.5% | +0.8% |
| 6M | +13.6% | +31.9% | -18.3% | +5.4% |
| YTD | +8.1% | -14.6% | +22.7% | +7.7% |
| 1Y | +13.1% | +8.2% | +4.8% | +6.8% |
| 3Y | +87.0% | -5.0% | +92.0% | +68.9% |
| 5Y | +76.0% | -24.5% | +100.5% | +51.0% |
| All | +315.7% | +986.0% | -670.3% | +113.5% |
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