+959.5%
MDB vs GWW
+720.5%
+239.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | 0.0% |
| 7D | +11.6% | +3.7% | +7.8% | +9.8% |
| 30D | -8.9% | +13.6% | -22.5% | -13.9% |
| 3M | -22.4% | +15.4% | -37.7% | -27.2% |
| 6M | +10.1% | +21.8% | -11.7% | -0.2% |
| YTD | -19.0% | +50.0% | -69.1% | -34.0% |
| 1Y | -7.0% | +60.2% | -67.2% | -26.5% |
| 3Y | -9.8% | +94.4% | -104.2% | -35.1% |
| 5Y | -40.1% | +221.8% | -261.9% | -64.9% |
| All | +959.5% | +720.5% | +239.0% | +407.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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