+106.2%
VXUS vs MDB
+1,017.4%
-911.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.6% | +0.9% |
| 7D | +1.0% | -17.4% | +18.5% | +2.8% |
| 30D | +2.2% | -2.0% | +4.2% | +2.1% |
| 3M | +3.0% | -3.0% | +6.0% | +2.7% |
| 6M | +10.7% | +48.7% | -38.0% | +4.8% |
| YTD | +17.8% | -12.1% | +30.0% | +17.2% |
| 1Y | +27.6% | +14.5% | +13.1% | +23.0% |
| 3Y | +73.3% | -6.1% | +79.4% | +63.8% |
| 5Y | +54.3% | -27.3% | +81.7% | +40.9% |
| All | +106.2% | +1,017.4% | -911.2% | +37.0% |
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