+875.5%
MDB vs IWD
+160.3%
+715.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +3.1% |
| 7D | -11.4% | -0.5% | -10.9% | -10.9% |
| 30D | -13.8% | +2.7% | -16.5% | -16.3% |
| 3M | -15.5% | +0.9% | -16.3% | -16.0% |
| 6M | +17.9% | +10.5% | +7.4% | +4.9% |
| YTD | -25.5% | +23.7% | -49.2% | -41.7% |
| 1Y | -12.1% | +28.7% | -40.8% | -34.4% |
| 3Y | -5.9% | +79.7% | -85.6% | -51.0% |
| 5Y | -43.7% | +69.7% | -113.4% | -67.3% |
| All | +875.5% | +160.3% | +715.1% | +292.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling