+1,065.8%
MDB vs IWF
+306.2%
+759.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.3% | +5.8% |
| 7D | -2.8% | -1.7% | -1.0% | -0.1% |
| 30D | -14.9% | -1.8% | -13.0% | -12.1% |
| 3M | +7.3% | +1.5% | +5.9% | +4.7% |
| 6M | +38.2% | +7.7% | +30.5% | +22.8% |
| YTD | -10.9% | +2.7% | -13.6% | -13.9% |
| 1Y | +11.6% | +6.8% | +4.9% | +1.6% |
| 3Y | -0.9% | +76.9% | -77.8% | -59.2% |
| 5Y | -23.5% | +73.4% | -96.9% | -63.4% |
| All | +1,065.8% | +306.2% | +759.6% | +101.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded IWF 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling