+1,017.5%
MDB vs WPM
+768.3%
+249.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.4% |
| 7D | -4.5% | +3.9% | -8.4% | -5.5% |
| 30D | -14.0% | +17.7% | -31.7% | -18.0% |
| 3M | +5.3% | +39.4% | -34.1% | -4.6% |
| 6M | +31.9% | +6.4% | +25.5% | +27.5% |
| YTD | -14.6% | +34.0% | -48.6% | -22.6% |
| 1Y | +8.2% | +50.5% | -42.3% | -5.9% |
| 3Y | -5.0% | +280.3% | -285.3% | -38.9% |
| 5Y | -24.5% | +266.3% | -290.9% | -52.1% |
| All | +1,017.5% | +768.3% | +249.1% | +559.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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