-45.2%
MDB vs WAB
+203.5%
-248.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.8% | +0.9% | +1.4% |
| 7D | -11.4% | +1.4% | -12.8% | -12.3% |
| 30D | -13.8% | +0.4% | -14.2% | -13.9% |
| 3M | -15.5% | -3.8% | -11.6% | -13.5% |
| 6M | +17.9% | +5.1% | +12.9% | +10.2% |
| YTD | -25.5% | +33.3% | -58.8% | -44.5% |
| 1Y | -12.1% | +39.8% | -51.9% | -37.4% |
| 3Y | -5.9% | +161.1% | -166.9% | -65.1% |
| All | -45.2% | +203.5% | -248.8% | -82.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling