+954.3%
MDB vs WM
+265.2%
+689.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.4% |
| 7D | +3.0% | +0.8% | +2.2% | +2.6% |
| 30D | -11.3% | +13.8% | -25.1% | -16.2% |
| 3M | -23.0% | +6.4% | -29.4% | -25.3% |
| 6M | +14.8% | +13.2% | +1.5% | +7.7% |
| YTD | -19.4% | +10.8% | -30.2% | -24.0% |
| 1Y | -9.0% | +20.2% | -29.2% | -17.4% |
| 3Y | -10.3% | +46.5% | -56.7% | -28.8% |
| 5Y | -38.4% | +61.3% | -99.6% | -53.9% |
| All | +954.3% | +265.2% | +689.2% | +379.6% |
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