-24.5%
MDB vs WCN
+30.9%
-55.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.4% | -2.8% |
| 7D | -18.0% | -0.4% | -17.6% | -17.8% |
| 30D | -10.7% | -2.1% | -8.6% | -9.6% |
| 3M | +1.0% | +6.4% | -5.4% | -3.7% |
| 6M | +31.6% | -3.7% | +35.3% | +33.2% |
| YTD | -15.2% | -6.4% | -8.8% | -12.6% |
| 1Y | +10.1% | -7.9% | +18.1% | +14.1% |
| 3Y | -5.6% | +20.8% | -26.4% | -26.5% |
| 5Y | -24.5% | +29.0% | -53.5% | -47.2% |
| All | -24.5% | +30.9% | -55.5% | -47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling