+920.8%
MDB vs WAT
+163.0%
+757.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.2% | +0.5% | +2.6% |
| 7D | -0.9% | +6.0% | -7.0% | -3.7% |
| 30D | -15.2% | +9.9% | -25.1% | -18.7% |
| 3M | -17.9% | +17.2% | -35.1% | -24.1% |
| 6M | +9.3% | +34.2% | -24.9% | -6.2% |
| YTD | -22.0% | +25.5% | -47.5% | -32.2% |
| 1Y | -9.3% | +28.3% | -37.6% | -22.2% |
| 3Y | -10.4% | +88.4% | -98.7% | -43.9% |
| 5Y | -43.2% | +36.1% | -79.4% | -56.1% |
| All | +920.8% | +163.0% | +757.8% | +433.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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