+920.8%
MDB vs WEC
+137.9%
+782.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.1% | +3.5% | +4.7% |
| 7D | -0.9% | +0.2% | -1.1% | -0.9% |
| 30D | -15.2% | +12.9% | -28.1% | -15.2% |
| 3M | -17.9% | +9.8% | -27.7% | -17.9% |
| 6M | +9.3% | +6.7% | +2.6% | +9.3% |
| YTD | -22.0% | +14.0% | -36.0% | -22.4% |
| 1Y | -9.3% | +7.3% | -16.7% | -9.4% |
| 3Y | -10.4% | +63.8% | -74.2% | -14.7% |
| 5Y | -43.2% | +54.8% | -98.0% | -45.9% |
| All | +920.8% | +137.9% | +782.9% | +831.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling