+959.5%
MDB vs WWD
+339.3%
+620.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.2% |
| 7D | +11.6% | +8.2% | +3.4% | +8.6% |
| 30D | -8.9% | -0.2% | -8.7% | -8.8% |
| 3M | -22.4% | -8.4% | -14.0% | -20.1% |
| 6M | +10.1% | -9.5% | +19.6% | +11.9% |
| YTD | -19.0% | +10.1% | -29.1% | -24.4% |
| 1Y | -7.0% | +21.6% | -28.6% | -16.8% |
| 3Y | -9.8% | +149.6% | -159.4% | -39.3% |
| 5Y | -40.1% | +191.3% | -231.4% | -62.1% |
| All | +959.5% | +339.3% | +620.1% | +452.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 10y: compounded portfolio wealth divided by compounded WWD 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…
10y analysis · Full analysis span regression · 6 months rolling