-45.2%
MDB vs WM
+62.1%
-107.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.2% | -8.4% | -7.5% |
| 7D | -20.9% | +4.5% | -25.4% | -21.7% |
| 30D | -15.6% | +16.1% | -31.6% | -18.7% |
| 3M | -19.1% | +8.0% | -27.1% | -20.8% |
| 6M | +14.2% | +8.4% | +5.8% | +11.3% |
| YTD | -27.4% | +11.2% | -38.6% | -30.0% |
| 1Y | -13.0% | +22.3% | -35.4% | -19.1% |
| 3Y | -11.2% | +50.2% | -61.5% | -28.5% |
| 5Y | -45.2% | +63.3% | -108.5% | -58.5% |
| All | -45.2% | +62.1% | -107.2% | -58.5% |
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 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