+1,017.5%
MDB vs WAB
+292.8%
+724.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.2% |
| 7D | -4.5% | +0.2% | -4.8% | -4.6% |
| 30D | -14.0% | -4.6% | -9.4% | -12.5% |
| 3M | +5.3% | +5.6% | -0.3% | +1.9% |
| 6M | +31.9% | +13.8% | +18.1% | +22.4% |
| YTD | -14.6% | +31.9% | -46.5% | -26.0% |
| 1Y | +8.2% | +48.3% | -40.0% | -11.0% |
| 3Y | -5.0% | +167.1% | -172.2% | -38.3% |
| 5Y | -24.5% | +222.9% | -247.4% | -53.4% |
| All | +1,017.5% | +292.8% | +724.7% | +517.3% |
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