+1,017.5%
MDB vs WCN
+144.7%
+872.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.8% | +1.5% |
| 7D | -4.5% | -1.7% | -2.8% | -3.3% |
| 30D | -14.0% | -3.0% | -11.0% | -12.1% |
| 3M | +5.3% | +2.5% | +2.8% | +2.4% |
| 6M | +31.9% | -5.7% | +37.6% | +35.2% |
| YTD | -14.6% | -7.4% | -7.2% | -11.4% |
| 1Y | +8.2% | -8.6% | +16.9% | +12.4% |
| 3Y | -5.0% | +19.4% | -24.4% | -24.1% |
| 5Y | -24.5% | +27.2% | -51.7% | -42.9% |
| All | +1,017.5% | +144.7% | +872.8% | +361.5% |
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