-10.1%
MDB vs WSM
+255.1%
-265.2%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.5% | +5.0% | +1.5% |
| 7D | +11.6% | -3.2% | +14.7% | +12.3% |
| 30D | -8.9% | +4.6% | -13.6% | -10.1% |
| 3M | -22.4% | +2.4% | -24.8% | -23.0% |
| 6M | +10.1% | +43.7% | -33.6% | 0.0% |
| YTD | -19.0% | +42.1% | -61.1% | -26.1% |
| 1Y | -7.0% | +32.3% | -39.3% | -13.7% |
| All | -10.1% | +255.1% | -265.2% | -45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling