-10.1%
MDB vs WY
-24.9%
+14.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.6% |
| 7D | +11.6% | -5.4% | +17.0% | +12.4% |
| 30D | -8.9% | +7.9% | -16.8% | -10.5% |
| 3M | -22.4% | -16.6% | -5.8% | -19.7% |
| 6M | +10.1% | -11.2% | +21.3% | +11.1% |
| YTD | -19.0% | -11.3% | -7.7% | -19.5% |
| 1Y | -7.0% | -5.5% | -1.5% | -10.5% |
| All | -10.1% | -24.9% | +14.8% | -8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling