-7.0%
MDB vs GWW
+60.2%
-67.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.5% |
| 7D | +11.6% | +3.7% | +7.8% | +11.6% |
| 30D | -8.9% | +13.6% | -22.5% | -8.4% |
| 3M | -22.4% | +15.4% | -37.7% | -21.8% |
| 6M | +10.1% | +21.8% | -11.7% | +9.0% |
| YTD | -19.0% | +50.0% | -69.1% | -22.3% |
| 1Y | -7.0% | +60.2% | -67.2% | -14.0% |
| All | -7.0% | +60.2% | -67.2% | -14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling