+954.3%
MDB vs WCN
+192.3%
+762.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.3% | +1.5% |
| 7D | +3.0% | +0.4% | +2.5% | +2.7% |
| 30D | -11.3% | +25.3% | -36.6% | -25.2% |
| 3M | -23.0% | +15.4% | -38.5% | -31.3% |
| 6M | +14.8% | +27.8% | -13.1% | -6.0% |
| YTD | -19.4% | +10.6% | -30.0% | -27.2% |
| 1Y | -9.0% | +15.8% | -24.7% | -21.0% |
| 3Y | -10.3% | +50.3% | -60.5% | -40.0% |
| 5Y | -38.4% | +46.9% | -85.3% | -58.2% |
| All | +954.3% | +192.3% | +762.0% | +279.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling