+954.3%
MDB vs IWF
+290.8%
+663.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.3% | -0.4% | -1.8% |
| 7D | +3.0% | -1.1% | +4.1% | +4.6% |
| 30D | -11.3% | -8.3% | -3.1% | +2.5% |
| 3M | -23.0% | -5.6% | -17.4% | -14.7% |
| 6M | +14.8% | -5.4% | +20.2% | +26.7% |
| YTD | -19.4% | -1.2% | -18.3% | -16.4% |
| 1Y | -9.0% | -2.7% | -6.3% | -3.1% |
| 3Y | -10.3% | +67.8% | -78.0% | -59.6% |
| 5Y | -38.4% | +60.1% | -98.5% | -66.6% |
| All | +954.3% | +290.8% | +663.5% | +95.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling