-5.2%
MDB vs WTW
+61.8%
-67.0%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +4.2% |
| 7D | -2.8% | -7.8% | +5.0% | -1.2% |
| 30D | -14.9% | -7.9% | -7.0% | -13.6% |
| 3M | +7.3% | +19.9% | -12.6% | +3.0% |
| 6M | +38.2% | +9.8% | +28.4% | +33.6% |
| YTD | -10.9% | -3.3% | -7.6% | -13.4% |
| 1Y | +11.6% | -3.3% | +14.9% | +8.5% |
| All | -5.2% | +61.8% | -67.0% | -16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling