-40.2%
MDB vs IWF
+55.4%
-95.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +3.0% |
| 7D | -1.0% | -2.9% | +1.9% | +4.2% |
| 30D | -14.0% | -10.9% | -3.1% | +6.8% |
| 3M | -20.3% | -8.1% | -12.2% | -6.1% |
| 6M | +10.9% | -7.5% | +18.4% | +28.9% |
| YTD | -20.9% | -3.4% | -17.5% | -14.5% |
| 1Y | -11.2% | -5.0% | -6.2% | -0.9% |
| 3Y | -11.9% | +64.0% | -75.9% | -67.2% |
| 5Y | -40.2% | +56.8% | -96.9% | -70.9% |
| All | -40.2% | +55.4% | -95.6% | -70.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling