-5.6%
MDB vs WSM
+239.4%
-245.0%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.6% | -3.5% |
| 7D | -18.0% | +2.6% | -20.6% | -18.5% |
| 30D | -10.7% | -9.5% | -1.2% | -8.7% |
| 3M | +1.0% | +12.9% | -11.9% | -2.2% |
| 6M | +31.6% | +23.0% | +8.6% | +24.3% |
| YTD | -15.2% | +28.9% | -44.1% | -20.6% |
| 1Y | +10.1% | +13.7% | -3.5% | +5.9% |
| 3Y | -5.6% | +232.6% | -238.3% | -35.1% |
| All | -5.6% | +239.4% | -245.0% | -35.1% |
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