-7.7%
MDB vs W
+21.5%
-29.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +11.0% | -13.1% | -3.6% |
| 7D | -16.5% | +8.4% | -24.9% | -17.5% |
| 30D | -8.6% | +16.5% | -25.1% | -10.5% |
| 3M | -13.6% | +6.4% | -20.0% | -14.6% |
| 6M | +24.1% | +90.5% | -66.5% | +14.6% |
| YTD | -21.8% | +23.1% | -44.8% | -26.3% |
| 1Y | -7.7% | +24.3% | -32.0% | -11.7% |
| All | -7.7% | +21.5% | -29.2% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 1y: compounded portfolio wealth divided by compounded W 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…
1y analysis · Full analysis span regression · 6 months rolling