+1,065.8%
MDB vs WY
-11.5%
+1,077.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.7% | +7.0% | +5.5% |
| 7D | -2.8% | -3.7% | +0.9% | -1.2% |
| 30D | -14.9% | -11.3% | -3.6% | -10.4% |
| 3M | +7.3% | -8.1% | +15.5% | +10.4% |
| 6M | +38.2% | -7.4% | +45.6% | +40.1% |
| YTD | -10.9% | -4.7% | -6.2% | -11.9% |
| 1Y | +11.6% | -9.2% | +20.8% | +12.6% |
| 3Y | -0.9% | -24.7% | +23.8% | +8.0% |
| 5Y | -23.5% | -21.6% | -2.0% | -15.0% |
| All | +1,065.8% | -11.5% | +1,077.2% | +1,051.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling