+935.2%
MDB vs WPM
+656.8%
+278.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.1% | +6.5% | +2.8% |
| 7D | -1.0% | +16.4% | -17.4% | -5.3% |
| 30D | -14.0% | -1.5% | -12.5% | -13.8% |
| 3M | -20.3% | +2.6% | -22.9% | -21.5% |
| 6M | +10.9% | -1.3% | +12.2% | +9.6% |
| YTD | -20.9% | +16.8% | -37.7% | -25.9% |
| 1Y | -11.2% | +34.1% | -45.3% | -20.2% |
| 3Y | -11.9% | +225.1% | -237.0% | -40.9% |
| 5Y | -40.2% | +234.5% | -274.7% | -61.1% |
| All | +935.2% | +656.8% | +278.4% | +531.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling