-5.9%
MDB vs WU
-21.7%
+15.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.0% | +4.7% | +3.0% |
| 7D | -11.4% | +11.7% | -23.1% | -13.1% |
| 30D | -13.8% | +12.6% | -26.4% | -15.8% |
| 3M | -15.5% | -0.5% | -15.0% | -15.5% |
| 6M | +17.9% | -18.2% | +36.1% | +21.3% |
| YTD | -25.5% | -19.0% | -6.5% | -23.2% |
| 1Y | -12.1% | -16.7% | +4.6% | -10.0% |
| 3Y | -5.9% | -21.0% | +15.1% | +2.9% |
| All | -5.9% | -21.7% | +15.8% | +2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling