+942.1%
MDB vs IWD
+166.3%
+775.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.9% | -1.9% |
| 7D | +6.8% | +2.3% | +4.6% | +4.1% |
| 30D | -6.2% | +3.6% | -9.8% | -9.9% |
| 3M | -29.2% | +2.2% | -31.4% | -30.8% |
| 6M | +10.3% | +13.0% | -2.7% | -4.1% |
| YTD | -20.4% | +26.5% | -46.9% | -39.3% |
| 1Y | -4.8% | +30.1% | -35.0% | -29.9% |
| 3Y | -11.6% | +84.9% | -96.4% | -55.4% |
| 5Y | -41.0% | +73.4% | -114.4% | -66.6% |
| All | +942.1% | +166.3% | +775.8% | +308.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling