+959.5%
MDB vs WM
+271.0%
+688.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -0.1% |
| 7D | +11.6% | +1.2% | +10.4% | +11.0% |
| 30D | -8.9% | +15.2% | -24.2% | -14.3% |
| 3M | -22.4% | +8.3% | -30.7% | -25.3% |
| 6M | +10.1% | +13.1% | -3.1% | +3.4% |
| YTD | -19.0% | +12.5% | -31.6% | -24.1% |
| 1Y | -7.0% | +21.8% | -28.8% | -16.1% |
| 3Y | -9.8% | +48.8% | -58.6% | -28.9% |
| 5Y | -40.1% | +62.1% | -102.1% | -55.2% |
| All | +959.5% | +271.0% | +688.5% | +379.1% |
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