+942.1%
MDB vs WAT
+153.9%
+788.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | +6.8% | +0.6% | +6.3% | +6.5% |
| 30D | -6.2% | +5.4% | -11.6% | -8.2% |
| 3M | -29.2% | +11.3% | -40.5% | -32.9% |
| 6M | +10.3% | +37.4% | -27.1% | -6.5% |
| YTD | -20.4% | +21.2% | -41.5% | -29.5% |
| 1Y | -4.8% | +21.3% | -26.2% | -16.0% |
| 3Y | -11.6% | +83.4% | -95.0% | -44.0% |
| 5Y | -41.0% | +29.0% | -70.0% | -53.1% |
| All | +942.1% | +153.9% | +788.2% | +454.0% |
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