-38.4%
MDB vs NWSA
+18.7%
-57.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.2% |
| 7D | +3.0% | -12.2% | +15.2% | +13.5% |
| 30D | -11.3% | -8.7% | -2.6% | -5.8% |
| 3M | -23.0% | -6.0% | -17.0% | -20.7% |
| 6M | +14.8% | -0.3% | +15.1% | +11.2% |
| YTD | -19.4% | +3.5% | -22.9% | -24.4% |
| 1Y | -9.0% | +0.8% | -9.7% | -12.8% |
| 3Y | -10.3% | +31.1% | -41.4% | -35.7% |
| 5Y | -38.4% | +18.8% | -57.2% | -52.0% |
| All | -38.4% | +18.7% | -57.1% | -52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling