+942.1%
MDB vs WTW
+138.6%
+803.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.6% | -2.7% |
| 7D | +6.8% | +2.0% | +4.9% | +5.7% |
| 30D | -6.2% | +12.9% | -19.1% | -12.8% |
| 3M | -29.2% | +0.7% | -30.0% | -30.2% |
| 6M | +10.3% | +39.5% | -29.2% | -9.8% |
| YTD | -20.4% | +3.1% | -23.5% | -24.1% |
| 1Y | -4.8% | +4.8% | -9.6% | -10.4% |
| 3Y | -11.6% | +42.9% | -54.5% | -34.4% |
| 5Y | -41.0% | +55.3% | -96.3% | -58.8% |
| All | +942.1% | +138.6% | +803.5% | +385.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling