+290.0%
VUG vs MDB
+848.0%
-558.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.8% | +0.4% |
| 7D | -3.4% | -11.4% | +8.0% | -1.2% |
| 30D | -11.1% | -13.8% | +2.7% | -8.8% |
| 3M | -7.2% | -15.5% | +8.2% | -5.7% |
| 6M | -4.1% | +17.9% | -22.1% | -9.7% |
| YTD | +1.4% | -25.5% | +26.8% | +2.7% |
| 1Y | +1.9% | -12.1% | +14.0% | -0.6% |
| 3Y | +77.7% | -5.9% | +83.6% | +59.4% |
| 5Y | +57.6% | -43.7% | +101.3% | +42.2% |
| All | +290.0% | +848.0% | -558.0% | +103.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling