+875.5%
MDB vs WM
+259.0%
+616.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.1% | +4.8% | +3.5% |
| 7D | -11.4% | +1.2% | -12.6% | -11.9% |
| 30D | -13.8% | +13.1% | -26.9% | -18.4% |
| 3M | -15.5% | +3.6% | -19.1% | -17.2% |
| 6M | +17.9% | +8.1% | +9.9% | +12.8% |
| YTD | -25.5% | +8.9% | -34.4% | -29.2% |
| 1Y | -12.1% | +20.3% | -32.4% | -20.5% |
| 3Y | -5.9% | +46.2% | -52.0% | -25.4% |
| 5Y | -43.7% | +59.9% | -103.6% | -57.9% |
| All | +875.5% | +259.0% | +616.4% | +346.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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