-5.9%
MDB vs IWD
+78.7%
-84.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +3.2% |
| 7D | -11.4% | -0.5% | -10.9% | -10.8% |
| 30D | -13.8% | +2.7% | -16.5% | -16.9% |
| 3M | -15.5% | +0.9% | -16.3% | -16.2% |
| 6M | +17.9% | +10.5% | +7.4% | +2.4% |
| YTD | -25.5% | +23.7% | -49.2% | -45.1% |
| 1Y | -12.1% | +28.7% | -40.8% | -39.1% |
| 3Y | -5.9% | +79.7% | -85.6% | -57.1% |
| All | -5.9% | +78.7% | -84.6% | -57.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling