-24.5%
MDB vs GWW
+221.1%
-245.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.2% |
| 7D | -4.5% | -0.5% | -4.1% | -4.3% |
| 30D | -14.0% | -1.4% | -12.6% | -13.2% |
| 3M | +5.3% | -3.6% | +9.0% | +6.6% |
| 6M | +31.9% | +15.1% | +16.8% | +18.1% |
| YTD | -14.6% | +27.5% | -42.1% | -29.8% |
| 1Y | +8.2% | +29.6% | -21.4% | -12.4% |
| 3Y | -5.0% | +90.1% | -95.1% | -44.5% |
| 5Y | -24.5% | +222.6% | -247.1% | -69.4% |
| All | -24.5% | +221.1% | -245.6% | -69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling