-2.3%
MDB vs WPM
+280.0%
-282.3%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.0% | -3.9% |
| 7D | -17.4% | +1.1% | -18.5% | -17.7% |
| 30D | -2.0% | +26.4% | -28.4% | -7.0% |
| 3M | -3.0% | +20.8% | -23.8% | -7.1% |
| 6M | +48.7% | +1.1% | +47.6% | +47.0% |
| YTD | -12.1% | +32.5% | -44.6% | -17.4% |
| 1Y | +14.5% | +51.5% | -37.0% | +3.9% |
| All | -2.3% | +280.0% | -282.3% | -32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling