+1,049.8%
MDB vs WSM
+997.9%
+51.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.1% | -6.2% | -4.9% |
| 7D | -17.4% | -3.3% | -14.2% | -16.4% |
| 30D | -2.0% | -8.4% | +6.4% | +1.2% |
| 3M | -3.0% | +9.7% | -12.7% | -6.9% |
| 6M | +48.7% | +16.7% | +32.0% | +38.2% |
| YTD | -12.1% | +28.7% | -40.8% | -21.4% |
| 1Y | +14.5% | +13.7% | +0.8% | +6.7% |
| 3Y | -6.1% | +230.1% | -236.2% | -48.1% |
| 5Y | -27.3% | +179.0% | -206.3% | -58.0% |
| All | +1,049.8% | +997.9% | +51.9% | +266.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling