-5.6%
MDB vs NWSA
+44.8%
-50.4%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.6% | -2.2% |
| 7D | -18.0% | -2.6% | -15.4% | -16.5% |
| 30D | -10.7% | +4.6% | -15.3% | -13.3% |
| 3M | +1.0% | +10.2% | -9.2% | -6.1% |
| 6M | +31.6% | +21.6% | +10.0% | +14.4% |
| YTD | -15.2% | +14.6% | -29.8% | -23.4% |
| 1Y | +10.1% | +0.4% | +9.8% | +8.2% |
| 3Y | -5.6% | +45.0% | -50.6% | -31.3% |
| All | -5.6% | +44.8% | -50.4% | -31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling