-40.2%
MDB vs WCN
+48.0%
-88.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.1% |
| 7D | -1.0% | +2.6% | -3.6% | -2.3% |
| 30D | -14.0% | +25.3% | -39.3% | -24.6% |
| 3M | -20.3% | +15.2% | -35.5% | -26.7% |
| 6M | +10.9% | +26.4% | -15.6% | -4.6% |
| YTD | -20.9% | +9.9% | -30.8% | -25.8% |
| 1Y | -11.2% | +16.2% | -27.4% | -20.4% |
| 3Y | -11.9% | +49.4% | -61.3% | -40.5% |
| 5Y | -40.2% | +46.2% | -86.3% | -61.0% |
| All | -40.2% | +48.0% | -88.2% | -61.0% |
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