+10.1%
MDB vs WAT
+32.5%
-22.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.9% | -3.2% |
| 7D | -18.0% | -0.7% | -17.3% | -17.9% |
| 30D | -10.7% | -1.0% | -9.8% | -10.5% |
| 3M | +1.0% | +10.9% | -9.9% | 0.0% |
| 6M | +31.6% | +33.2% | -1.6% | +27.8% |
| YTD | -15.2% | +6.1% | -21.3% | -16.0% |
| 1Y | +10.1% | +30.2% | -20.1% | +7.9% |
| All | +10.1% | +32.5% | -22.4% | +7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling