-7.7%
MDB vs WCN
+16.1%
-23.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.8% | -4.8% | -1.7% |
| 7D | -16.5% | +6.7% | -23.2% | -15.8% |
| 30D | -8.6% | +24.3% | -32.9% | -7.3% |
| 3M | -13.6% | +16.1% | -29.7% | -12.0% |
| 6M | +24.1% | +19.9% | +4.1% | +26.0% |
| YTD | -21.8% | +10.1% | -31.8% | -20.2% |
| 1Y | -7.7% | +14.4% | -22.1% | -2.7% |
| All | -7.7% | +16.1% | -23.8% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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