+1,049.8%
MDB vs WAB
+296.1%
+753.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.8% | -4.4% |
| 7D | -17.4% | -3.2% | -14.2% | -16.4% |
| 30D | -2.0% | -4.4% | +2.4% | -0.3% |
| 3M | -3.0% | +7.9% | -10.9% | -7.0% |
| 6M | +48.7% | +8.7% | +40.0% | +40.6% |
| YTD | -12.1% | +33.0% | -45.1% | -24.1% |
| 1Y | +14.5% | +46.7% | -32.2% | -5.4% |
| 3Y | -6.1% | +153.0% | -159.1% | -37.7% |
| 5Y | -27.3% | +222.3% | -249.6% | -55.1% |
| All | +1,049.8% | +296.1% | +753.7% | +533.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling