-24.5%
MDB vs ITW
+33.8%
-58.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.8% |
| 7D | -4.5% | -1.9% | -2.6% | -3.3% |
| 30D | -14.0% | -10.4% | -3.6% | -7.7% |
| 3M | +5.3% | +3.5% | +1.8% | +1.9% |
| 6M | +31.9% | -3.4% | +35.3% | +33.0% |
| YTD | -14.6% | +8.5% | -23.1% | -22.0% |
| 1Y | +8.2% | +3.2% | +5.0% | +2.4% |
| 3Y | -5.0% | +18.9% | -23.9% | -23.7% |
| 5Y | -24.5% | +35.0% | -59.6% | -48.9% |
| All | -24.5% | +33.8% | -58.3% | -48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling