+959.5%
MDB vs WAB
+320.9%
+638.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.0% |
| 7D | +11.6% | +7.9% | +3.6% | +8.3% |
| 30D | -8.9% | +4.9% | -13.8% | -10.5% |
| 3M | -22.4% | +1.8% | -24.2% | -23.0% |
| 6M | +10.1% | +12.0% | -1.9% | +3.7% |
| YTD | -19.0% | +41.3% | -60.3% | -31.7% |
| 1Y | -7.0% | +43.8% | -50.8% | -22.2% |
| 3Y | -9.8% | +171.1% | -180.9% | -41.7% |
| 5Y | -40.1% | +217.7% | -257.8% | -63.2% |
| All | +959.5% | +320.9% | +638.6% | +469.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling