-24.7%
MDB vs IWD
+73.6%
-98.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -2.9% |
| 7D | -17.4% | -0.3% | -17.2% | -17.1% |
| 30D | -2.0% | +0.6% | -2.6% | -3.0% |
| 3M | -3.0% | +7.2% | -10.2% | -14.5% |
| 6M | +48.7% | +16.2% | +32.5% | +11.7% |
| YTD | -12.1% | +23.3% | -35.5% | -40.5% |
| 1Y | +14.5% | +29.6% | -15.1% | -29.5% |
| 3Y | -6.1% | +70.5% | -76.6% | -66.4% |
| All | -24.7% | +73.6% | -98.3% | -71.8% |
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 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