+1,065.8%
MDB vs GWW
+593.1%
+472.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.6% |
| 7D | -2.8% | -3.1% | +0.4% | -1.4% |
| 30D | -14.9% | -2.3% | -12.5% | -13.9% |
| 3M | +7.3% | -3.3% | +10.7% | +8.2% |
| 6M | +38.2% | +15.4% | +22.8% | +28.1% |
| YTD | -10.9% | +26.7% | -37.7% | -21.6% |
| 1Y | +11.6% | +29.0% | -17.3% | -2.7% |
| 3Y | -0.9% | +89.0% | -89.9% | -27.7% |
| 5Y | -23.5% | +221.8% | -245.3% | -54.2% |
| All | +1,065.8% | +593.1% | +472.7% | +502.5% |
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