-24.7%
MDB vs SW
-2.3%
-22.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.3% | -4.4% |
| 7D | -17.4% | -5.1% | -12.3% | -16.4% |
| 30D | -2.0% | -4.6% | +2.6% | -0.8% |
| 3M | -3.0% | +9.4% | -12.4% | -5.9% |
| 6M | +48.7% | +3.5% | +45.2% | +45.4% |
| YTD | -12.1% | +22.0% | -34.2% | -17.9% |
| 1Y | +14.5% | +2.2% | +12.3% | +11.7% |
| 3Y | -6.1% | +19.6% | -25.7% | -14.8% |
| All | -24.7% | -2.3% | -22.4% | -33.9% |
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