-38.4%
MDB vs IWD
+74.1%
-112.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.0% |
| 7D | +3.0% | -0.6% | +3.5% | +4.3% |
| 30D | -11.3% | +3.6% | -14.9% | -16.8% |
| 3M | -23.0% | +2.7% | -25.7% | -26.4% |
| 6M | +14.8% | +13.2% | +1.5% | -8.7% |
| YTD | -19.4% | +26.8% | -46.2% | -48.3% |
| 1Y | -9.0% | +29.3% | -38.2% | -43.8% |
| 3Y | -10.3% | +85.1% | -95.4% | -73.5% |
| 5Y | -38.4% | +74.2% | -112.6% | -77.4% |
| All | -38.4% | +74.1% | -112.4% | -77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling