+14.5%
MDB vs WY
-5.4%
+19.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.1% |
| 7D | -17.4% | -2.6% | -14.8% | -18.2% |
| 30D | -2.0% | -10.9% | +8.9% | -6.2% |
| 3M | -3.0% | -6.0% | +3.0% | -4.9% |
| 6M | +48.7% | -5.6% | +54.3% | +46.3% |
| YTD | -12.1% | -1.1% | -11.0% | -13.0% |
| 1Y | +14.5% | -7.5% | +22.0% | +13.8% |
| All | +14.5% | -5.4% | +19.9% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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