-5.6%
MDB vs GWW
+91.5%
-97.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.7% | -0.8% | -2.3% |
| 7D | -18.0% | -1.5% | -16.5% | -17.4% |
| 30D | -10.7% | +1.1% | -11.8% | -11.0% |
| 3M | +1.0% | -1.0% | +2.0% | +0.4% |
| 6M | +31.6% | +16.3% | +15.3% | +20.1% |
| YTD | -15.2% | +28.5% | -43.7% | -27.9% |
| 1Y | +10.1% | +30.3% | -20.2% | -7.5% |
| 3Y | -5.6% | +91.6% | -97.2% | -42.0% |
| All | -5.6% | +91.5% | -97.1% | -42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling