+959.5%
MDB vs ITW
+132.4%
+827.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.8% |
| 7D | +11.6% | +0.5% | +11.1% | +11.3% |
| 30D | -8.9% | +7.7% | -16.6% | -12.3% |
| 3M | -22.4% | -1.3% | -21.1% | -22.2% |
| 6M | +10.1% | +15.5% | -5.4% | +1.4% |
| YTD | -19.0% | +18.6% | -37.7% | -27.2% |
| 1Y | -7.0% | +19.8% | -26.8% | -17.0% |
| 3Y | -9.8% | +32.5% | -42.4% | -24.8% |
| 5Y | -40.1% | +35.3% | -75.4% | -50.9% |
| All | +959.5% | +132.4% | +827.1% | +513.0% |
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