+1,065.8%
MDB vs ITW
+113.5%
+952.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.9% | +4.1% |
| 7D | -2.8% | -2.4% | -0.4% | -1.6% |
| 30D | -14.9% | -9.5% | -5.3% | -10.6% |
| 3M | +7.3% | +6.6% | +0.7% | +3.4% |
| 6M | +38.2% | -1.8% | +39.9% | +38.0% |
| YTD | -10.9% | +9.0% | -19.9% | -16.3% |
| 1Y | +11.6% | +3.6% | +8.1% | +7.5% |
| 3Y | -0.9% | +19.4% | -20.3% | -12.7% |
| 5Y | -23.5% | +36.4% | -59.9% | -36.7% |
| All | +1,065.8% | +113.5% | +952.3% | +605.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 10y: compounded portfolio wealth divided by compounded ITW 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…
10y analysis · Full analysis span regression · 6 months rolling