-45.2%
MDB vs WAT
+32.4%
-77.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.0% | +1.7% | +2.2% |
| 7D | -11.4% | -1.1% | -10.3% | -10.8% |
| 30D | -13.8% | +5.0% | -18.8% | -15.5% |
| 3M | -15.5% | +14.5% | -29.9% | -20.7% |
| 6M | +17.9% | +30.9% | -13.0% | +2.9% |
| YTD | -25.5% | +20.5% | -45.9% | -33.4% |
| 1Y | -12.1% | +23.3% | -35.4% | -22.6% |
| 3Y | -5.9% | +81.5% | -87.4% | -44.4% |
| All | -45.2% | +32.4% | -77.6% | -53.2% |
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