+1,049.8%
MDB vs GWW
+622.0%
+427.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.0% | -4.5% |
| 7D | -17.4% | +1.4% | -18.8% | -17.8% |
| 30D | -2.0% | +3.3% | -5.3% | -3.3% |
| 3M | -3.0% | +2.9% | -5.9% | -5.0% |
| 6M | +48.7% | +15.8% | +32.9% | +37.6% |
| YTD | -12.1% | +32.0% | -44.2% | -24.1% |
| 1Y | +14.5% | +29.9% | -15.4% | -0.5% |
| 3Y | -6.1% | +91.1% | -97.2% | -31.8% |
| 5Y | -27.3% | +223.9% | -251.3% | -56.8% |
| All | +1,049.8% | +622.0% | +427.8% | +483.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling