+875.5%
MDB vs W
+65.9%
+809.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -15.9% |
| 3M | -15.5% | +7.4% | -22.8% | -18.0% |
| 6M | +17.9% | +69.3% | -51.4% | -4.8% |
| YTD | -25.5% | +11.3% | -36.7% | -32.3% |
| 1Y | -12.1% | +13.2% | -25.3% | -21.7% |
| 3Y | -5.9% | +142.0% | -147.9% | -44.0% |
| 5Y | -43.7% | -54.6% | +10.9% | -51.8% |
| All | +875.5% | +65.9% | +809.6% | +464.5% |
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