+1,065.8%
MDB vs NWSA
+137.3%
+928.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +4.7% |
| 7D | -2.8% | -4.8% | +2.0% | -0.2% |
| 30D | -14.9% | +3.0% | -17.8% | -16.2% |
| 3M | +7.3% | +9.3% | -2.0% | +2.0% |
| 6M | +38.2% | +23.2% | +15.0% | +23.5% |
| YTD | -10.9% | +13.3% | -24.2% | -16.9% |
| 1Y | +11.6% | +2.9% | +8.8% | +8.7% |
| 3Y | -0.9% | +43.3% | -44.2% | -18.4% |
| 5Y | -23.5% | +40.9% | -64.4% | -37.0% |
| All | +1,065.8% | +137.3% | +928.5% | +568.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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