-7.7%
MDB vs WU
-18.0%
+10.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.4% | -7.5% | -2.9% |
| 7D | -16.5% | +8.2% | -24.7% | -17.7% |
| 30D | -8.6% | +8.0% | -16.6% | -10.0% |
| 3M | -13.6% | -6.6% | -6.9% | -12.5% |
| 6M | +24.1% | -23.3% | +47.3% | +31.1% |
| YTD | -21.8% | -22.4% | +0.6% | -17.9% |
| 1Y | -7.7% | -18.0% | +10.3% | -4.7% |
| All | -7.7% | -18.0% | +10.3% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 1y: compounded portfolio wealth divided by compounded WU 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…
1y analysis · Full analysis span regression · 6 months rolling