-11.6%
MDB vs WEC
+64.2%
-75.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.6% | -1.1% |
| 7D | +6.8% | +2.3% | +4.5% | +8.2% |
| 30D | -6.2% | +11.1% | -17.3% | 0.0% |
| 3M | -29.2% | +8.4% | -37.7% | -25.4% |
| 6M | +10.3% | +7.5% | +2.8% | +16.5% |
| YTD | -20.4% | +15.3% | -35.7% | -13.2% |
| 1Y | -4.8% | +9.7% | -14.6% | +2.1% |
| 3Y | -11.6% | +64.7% | -76.3% | +7.3% |
| All | -11.6% | +64.2% | -75.8% | +7.3% |
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