+920.8%
MDB vs W
+73.5%
+847.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.6% | +0.1% | +3.2% |
| 7D | -0.9% | +3.3% | -4.2% | -2.2% |
| 30D | -15.2% | +10.5% | -25.7% | -18.0% |
| 3M | -17.9% | +9.6% | -27.5% | -20.9% |
| 6M | +9.3% | +76.4% | -67.1% | -12.9% |
| YTD | -22.0% | +16.4% | -38.4% | -30.1% |
| 1Y | -9.3% | +9.3% | -18.7% | -18.1% |
| 3Y | -10.4% | +172.8% | -183.2% | -48.8% |
| 5Y | -43.2% | -53.4% | +10.1% | -51.8% |
| All | +920.8% | +73.5% | +847.3% | +482.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling