-40.1%
MDB vs GWW
+224.0%
-264.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -0.1% |
| 7D | +11.6% | +3.7% | +7.8% | +9.2% |
| 30D | -8.9% | +13.6% | -22.5% | -15.8% |
| 3M | -22.4% | +15.4% | -37.7% | -29.0% |
| 6M | +10.1% | +21.8% | -11.7% | -4.3% |
| YTD | -19.0% | +50.0% | -69.1% | -40.1% |
| 1Y | -7.0% | +60.2% | -67.2% | -34.5% |
| 3Y | -9.8% | +94.4% | -104.2% | -47.2% |
| 5Y | -40.1% | +221.8% | -261.9% | -77.7% |
| All | -40.1% | +224.0% | -264.1% | -77.7% |
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