+17.9%
MDB vs W
+67.4%
-49.4%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.4% | +4.2% | +3.0% |
| 7D | -11.4% | -3.6% | -7.8% | -10.7% |
| 30D | -13.8% | +7.0% | -20.8% | -14.4% |
| 3M | -15.5% | +7.4% | -22.8% | -16.2% |
| 6M | +17.9% | +69.3% | -51.4% | +17.2% |
| All | +17.9% | +67.4% | -49.4% | +17.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling