-40.5%
MDB vs WM
+61.9%
-102.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | +6.8% | +3.2% | +3.6% | +6.2% |
| 30D | -6.2% | +13.0% | -19.2% | -9.1% |
| 3M | -29.2% | +9.2% | -38.5% | -30.9% |
| 6M | +10.3% | +13.6% | -3.3% | +6.0% |
| YTD | -20.4% | +12.4% | -32.8% | -23.4% |
| 1Y | -4.8% | +21.2% | -26.0% | -11.0% |
| 3Y | -11.6% | +48.7% | -60.3% | -28.1% |
| All | -40.5% | +61.9% | -102.4% | -54.1% |
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 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