+1,017.5%
MDB vs WSM
+998.4%
+19.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -4.5% | +2.6% | -7.1% | -5.5% |
| 30D | -14.0% | -9.3% | -4.7% | -10.8% |
| 3M | +5.3% | +7.1% | -1.8% | +2.1% |
| 6M | +31.9% | +21.7% | +10.2% | +20.7% |
| YTD | -14.6% | +28.7% | -43.3% | -23.6% |
| 1Y | +8.2% | +13.9% | -5.6% | +0.8% |
| 3Y | -5.0% | +232.2% | -237.2% | -47.6% |
| 5Y | -24.5% | +176.4% | -200.9% | -56.3% |
| All | +1,017.5% | +998.4% | +19.1% | +256.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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