-5.9%
MDB vs WCC
+110.7%
-116.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.2% | +0.5% | +2.0% |
| 7D | -11.4% | -14.7% | +3.3% | -7.1% |
| 30D | -13.8% | -20.1% | +6.2% | -7.9% |
| 3M | -15.5% | -21.2% | +5.7% | -9.7% |
| 6M | +17.9% | -19.2% | +37.1% | +23.1% |
| YTD | -25.5% | +20.2% | -45.7% | -34.7% |
| 1Y | -12.1% | +14.5% | -26.5% | -21.5% |
| 3Y | -5.9% | +115.1% | -121.0% | -43.0% |
| All | -5.9% | +110.7% | -116.5% | -43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling