+954.3%
MDB vs WPM
+651.0%
+303.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.1% |
| 7D | +3.0% | +3.1% | -0.1% | +2.1% |
| 30D | -11.3% | -1.8% | -9.5% | -11.1% |
| 3M | -23.0% | +1.0% | -24.0% | -23.8% |
| 6M | +14.8% | -5.4% | +20.2% | +14.9% |
| YTD | -19.4% | +15.9% | -35.3% | -24.3% |
| 1Y | -9.0% | +30.8% | -39.8% | -17.6% |
| 3Y | -10.3% | +222.6% | -232.9% | -39.7% |
| 5Y | -38.4% | +227.4% | -265.7% | -59.7% |
| All | +954.3% | +651.0% | +303.3% | +544.7% |
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