-24.5%
MDB vs WY
-20.4%
-4.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | -4.5% | -1.7% | -2.8% | -3.6% |
| 30D | -14.0% | -9.9% | -4.1% | -8.5% |
| 3M | +5.3% | -7.5% | +12.8% | +9.0% |
| 6M | +31.9% | -5.1% | +37.0% | +32.0% |
| YTD | -14.6% | -2.1% | -12.5% | -18.1% |
| 1Y | +8.2% | -7.3% | +15.6% | +7.7% |
| 3Y | -5.0% | -22.6% | +17.6% | +5.3% |
| 5Y | -24.5% | -19.8% | -4.7% | -1.8% |
| All | -24.5% | -20.4% | -4.1% | -1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling