+1,049.8%
MDB vs ITW
+117.5%
+932.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.8% |
| 7D | -17.4% | -3.6% | -13.9% | -15.9% |
| 30D | -2.0% | -9.1% | +7.1% | +2.6% |
| 3M | -3.0% | +8.2% | -11.2% | -7.3% |
| 6M | +48.7% | -4.8% | +53.4% | +50.8% |
| YTD | -12.1% | +11.0% | -23.2% | -18.1% |
| 1Y | +14.5% | +4.2% | +10.3% | +9.9% |
| 3Y | -6.1% | +17.3% | -23.4% | -16.4% |
| 5Y | -27.3% | +33.0% | -60.3% | -39.4% |
| All | +1,049.8% | +117.5% | +932.3% | +589.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling