-40.5%
MDB vs W
-55.8%
+15.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.8% |
| 7D | +6.8% | +0.2% | +6.7% | +6.7% |
| 30D | -6.2% | +6.8% | -13.0% | -8.6% |
| 3M | -29.2% | +10.7% | -39.9% | -32.3% |
| 6M | +10.3% | +86.3% | -76.0% | -16.0% |
| YTD | -20.4% | +11.5% | -31.8% | -28.5% |
| 1Y | -4.8% | +5.1% | -9.9% | -13.9% |
| 3Y | -11.6% | +171.0% | -182.6% | -54.6% |
| All | -40.5% | -55.8% | +15.3% | -35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling