-38.6%
MDB vs SW
-0.1%
-38.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.1% | -6.2% | -3.1% |
| 7D | -16.5% | +12.1% | -28.6% | -19.1% |
| 30D | -8.6% | +6.6% | -15.1% | -10.3% |
| 3M | -13.6% | -6.0% | -7.6% | -12.2% |
| 6M | +24.1% | +21.5% | +2.6% | +16.5% |
| YTD | -21.8% | +20.3% | -42.1% | -26.8% |
| 1Y | -7.7% | +28.1% | -35.9% | -15.4% |
| 3Y | -4.3% | +51.6% | -55.9% | -18.7% |
| 5Y | -38.6% | -0.1% | -38.5% | -46.1% |
| All | -38.6% | -0.1% | -38.5% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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