-40.1%
MDB vs WY
-32.2%
-7.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.0% |
| 7D | +11.6% | -5.4% | +17.0% | +15.0% |
| 30D | -8.9% | +7.9% | -16.8% | -14.3% |
| 3M | -22.4% | -16.6% | -5.8% | -14.4% |
| 6M | +10.1% | -11.2% | +21.3% | +13.6% |
| YTD | -19.0% | -11.3% | -7.7% | -18.9% |
| 1Y | -7.0% | -5.5% | -1.5% | -12.0% |
| 3Y | -9.8% | -25.4% | +15.6% | -2.2% |
| 5Y | -40.1% | -32.4% | -7.7% | -25.8% |
| All | -40.1% | -32.2% | -7.8% | -25.8% |
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