+1,049.8%
MDB vs W
+47.6%
+1,002.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.5% | -6.6% | -4.9% |
| 7D | -17.4% | -4.2% | -13.3% | -16.4% |
| 30D | -2.0% | -7.6% | +5.5% | +0.2% |
| 3M | -3.0% | +37.2% | -40.2% | -15.0% |
| 6M | +48.7% | +26.3% | +22.4% | +31.7% |
| YTD | -12.1% | -1.0% | -11.2% | -16.7% |
| 1Y | +14.5% | +20.1% | -5.6% | -1.7% |
| 3Y | -6.1% | +37.8% | -43.9% | -32.3% |
| 5Y | -27.3% | -63.7% | +36.3% | -33.5% |
| All | +1,049.8% | +47.6% | +1,002.2% | +593.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling