-24.7%
MDB vs WAT
-3.2%
-21.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.6% |
| 7D | -17.4% | -1.3% | -16.2% | -17.0% |
| 30D | -2.0% | +2.3% | -4.4% | -3.0% |
| 3M | -3.0% | +8.7% | -11.8% | -7.2% |
| 6M | +48.7% | +28.3% | +20.4% | +29.4% |
| YTD | -12.1% | +7.8% | -19.9% | -17.2% |
| 1Y | +14.5% | +36.6% | -22.1% | -6.5% |
| 3Y | -6.1% | +45.7% | -51.8% | -35.5% |
| All | -24.7% | -3.2% | -21.5% | -25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling