+1,017.5%
MDB vs WTW
+122.4%
+895.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.6% | +4.2% | +2.6% |
| 7D | -4.5% | -7.1% | +2.6% | -0.6% |
| 30D | -14.0% | -8.5% | -5.5% | -10.0% |
| 3M | +5.3% | +20.6% | -15.2% | -6.1% |
| 6M | +31.9% | +7.2% | +24.7% | +25.2% |
| YTD | -14.6% | -3.9% | -10.7% | -14.8% |
| 1Y | +8.2% | -3.6% | +11.8% | +6.8% |
| 3Y | -5.0% | +60.7% | -65.7% | -35.7% |
| 5Y | -24.5% | +42.2% | -66.7% | -44.4% |
| All | +1,017.5% | +122.4% | +895.1% | +445.2% |
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