+1,049.8%
MDB vs NWSA
+144.6%
+905.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.3% | -3.1% |
| 7D | -17.4% | -1.9% | -15.6% | -16.6% |
| 30D | -2.0% | +4.6% | -6.6% | -4.5% |
| 3M | -3.0% | +13.2% | -16.2% | -9.6% |
| 6M | +48.7% | +27.0% | +21.7% | +30.8% |
| YTD | -12.1% | +16.8% | -29.0% | -19.3% |
| 1Y | +14.5% | +4.5% | +10.0% | +10.5% |
| 3Y | -6.1% | +46.2% | -52.4% | -23.6% |
| 5Y | -27.3% | +40.9% | -68.3% | -40.6% |
| All | +1,049.8% | +144.6% | +905.2% | +548.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling