-24.7%
MDB vs WM
+52.1%
-76.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -3.8% |
| 7D | -17.4% | -0.3% | -17.1% | -17.3% |
| 30D | -2.0% | -2.4% | +0.3% | -1.5% |
| 3M | -3.0% | +0.4% | -3.4% | -3.7% |
| 6M | +48.7% | -9.5% | +58.2% | +52.5% |
| YTD | -12.1% | +0.5% | -12.6% | -13.0% |
| 1Y | +14.5% | -1.1% | +15.6% | +13.8% |
| 3Y | -6.1% | +46.0% | -52.2% | -26.1% |
| All | -24.7% | +52.1% | -76.8% | -43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling