-11.6%
MDB vs WCN
+52.1%
-63.7%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.7% | -1.6% |
| 7D | +6.8% | +2.6% | +4.2% | +6.5% |
| 30D | -6.2% | +23.9% | -30.1% | -9.9% |
| 3M | -29.2% | +17.4% | -46.7% | -31.1% |
| 6M | +10.3% | +28.0% | -17.7% | +4.3% |
| YTD | -20.4% | +11.6% | -31.9% | -21.1% |
| 1Y | -4.8% | +16.9% | -21.7% | -7.6% |
| 3Y | -11.6% | +51.6% | -63.2% | -29.7% |
| All | -11.6% | +52.1% | -63.7% | -29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling