-7.7%
MDB vs IWD
+33.0%
-40.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.7% | -4.6% |
| 7D | -16.5% | +2.5% | -19.1% | -18.6% |
| 30D | -8.6% | +6.0% | -14.6% | -13.7% |
| 3M | -13.6% | +3.8% | -17.3% | -16.6% |
| 6M | +24.1% | +16.3% | +7.7% | +8.1% |
| YTD | -21.8% | +27.5% | -49.2% | -36.3% |
| 1Y | -7.7% | +32.8% | -40.5% | -27.0% |
| All | -7.7% | +33.0% | -40.8% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 1y: compounded portfolio wealth divided by compounded IWD 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…
1y analysis · Full analysis span regression · 6 months rolling