-5.6%
MDB vs WCN
+19.6%
-25.3%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.4% | -3.2% |
| 7D | -18.0% | -0.4% | -17.6% | -17.9% |
| 30D | -10.7% | -2.1% | -8.6% | -10.3% |
| 3M | +1.0% | +6.4% | -5.4% | -1.0% |
| 6M | +31.6% | -3.7% | +35.3% | +33.1% |
| YTD | -15.2% | -6.4% | -8.8% | -13.6% |
| 1Y | +10.1% | -7.9% | +18.1% | +12.9% |
| 3Y | -5.6% | +20.8% | -26.4% | -8.2% |
| All | -5.6% | +19.6% | -25.3% | -8.2% |
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 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