+1,049.8%
MDB vs WWD
+358.3%
+691.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.1% | -5.2% | -4.4% |
| 7D | -17.4% | +1.3% | -18.7% | -17.8% |
| 30D | -2.0% | -7.2% | +5.1% | +0.4% |
| 3M | -3.0% | -3.8% | +0.8% | -3.0% |
| 6M | +48.7% | -9.9% | +58.6% | +50.5% |
| YTD | -12.1% | +14.8% | -27.0% | -19.1% |
| 1Y | +14.5% | +42.1% | -27.6% | -3.6% |
| 3Y | -6.1% | +170.8% | -176.9% | -38.6% |
| 5Y | -27.3% | +197.5% | -224.8% | -54.5% |
| All | +1,049.8% | +358.3% | +691.5% | +490.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling