+1,029.4%
MDB vs WTW
+123.8%
+905.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.2% |
| 7D | -1.8% | -5.7% | +3.9% | +1.4% |
| 30D | -17.3% | -7.3% | -10.0% | -14.1% |
| 3M | +2.2% | +21.5% | -19.3% | -9.2% |
| 6M | +33.9% | +9.6% | +24.2% | +25.5% |
| YTD | -13.7% | -3.3% | -10.4% | -14.2% |
| 1Y | +9.1% | -6.1% | +15.2% | +9.6% |
| 3Y | -8.1% | +61.8% | -70.0% | -38.0% |
| 5Y | -25.9% | +42.7% | -68.6% | -45.5% |
| All | +1,029.4% | +123.8% | +905.7% | +449.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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