+920.8%
MDB vs WCC
+448.4%
+472.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +8.1% | -3.5% | +1.9% |
| 7D | -0.9% | -5.7% | +4.8% | +0.8% |
| 30D | -15.2% | -13.5% | -1.7% | -11.0% |
| 3M | -17.9% | -12.9% | -5.0% | -14.6% |
| 6M | +9.3% | -10.7% | +20.0% | +10.7% |
| YTD | -22.0% | +30.0% | -52.0% | -32.1% |
| 1Y | -9.3% | +24.7% | -34.0% | -20.1% |
| 3Y | -10.4% | +136.6% | -146.9% | -39.9% |
| 5Y | -43.2% | +143.9% | -187.2% | -63.0% |
| All | +920.8% | +448.4% | +472.4% | +377.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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