-11.2%
MDB vs IWD
+29.9%
-41.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -1.0% | +1.6% | -2.6% | -2.4% |
| 30D | -14.0% | +3.6% | -17.6% | -16.8% |
| 3M | -20.3% | +2.0% | -22.4% | -21.8% |
| 6M | +10.9% | +13.1% | -2.2% | +0.2% |
| YTD | -20.9% | +26.2% | -47.1% | -34.9% |
| 1Y | -11.2% | +29.6% | -40.8% | -28.4% |
| All | -11.2% | +29.9% | -41.1% | -28.4% |
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