+14.5%
MDB vs WEC
+1.8%
+12.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -4.8% |
| 7D | -17.4% | -0.3% | -17.2% | -17.8% |
| 30D | -2.0% | -1.3% | -0.7% | -3.2% |
| 3M | -3.0% | -3.9% | +0.9% | -5.7% |
| 6M | +48.7% | -8.3% | +57.0% | +39.7% |
| YTD | -12.1% | +3.1% | -15.2% | -6.0% |
| 1Y | +14.5% | +1.9% | +12.6% | +19.0% |
| All | +14.5% | +1.8% | +12.7% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 1y: compounded portfolio wealth divided by compounded WEC 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…
1y analysis · Full analysis span regression · 6 months rolling