-45.2%
MDB vs W
-54.5%
+9.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.4% | +4.2% | +3.2% |
| 7D | -11.4% | -3.6% | -7.8% | -10.5% |
| 30D | -13.8% | +7.0% | -20.8% | -16.1% |
| 3M | -15.5% | +7.4% | -22.8% | -18.2% |
| 6M | +17.9% | +69.3% | -51.4% | -7.1% |
| YTD | -25.5% | +11.3% | -36.7% | -33.0% |
| 1Y | -12.1% | +13.2% | -25.3% | -22.8% |
| 3Y | -5.9% | +142.0% | -147.9% | -49.2% |
| All | -45.2% | -54.5% | +9.3% | -42.1% |
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