-5.9%
MDB vs WEC
+53.8%
-59.7%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.1% | +4.8% | +1.5% |
| 7D | -11.4% | -0.2% | -11.2% | -11.4% |
| 30D | -13.8% | +12.3% | -26.1% | -7.7% |
| 3M | -15.5% | +8.3% | -23.7% | -11.0% |
| 6M | +17.9% | +3.5% | +14.5% | +22.2% |
| YTD | -25.5% | +12.7% | -38.2% | -19.8% |
| 1Y | -12.1% | +8.2% | -20.3% | -6.6% |
| 3Y | -5.9% | +55.9% | -61.7% | +13.3% |
| All | -5.9% | +53.8% | -59.7% | +13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling