+36.6%
MDB vs WETO
-99.4%
+136.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.1% | +5.8% | +0.6% |
| 7D | -4.5% | -38.7% | +34.1% | -4.9% |
| 30D | -14.0% | -51.3% | +37.3% | -13.7% |
| 3M | +5.3% | -97.8% | +103.1% | +5.5% |
| 6M | +31.9% | -94.8% | +126.6% | +30.3% |
| YTD | -14.6% | -97.2% | +82.6% | -15.2% |
| 1Y | +8.2% | -98.9% | +107.2% | +7.5% |
| All | +36.6% | -99.4% | +136.0% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 all: compounded portfolio wealth divided by compounded WETO 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…
all analysis · Full analysis span regression · 6 months rolling