+959.5%
MDB vs WY
-17.6%
+977.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.9% |
| 7D | +11.6% | -5.4% | +17.0% | +14.1% |
| 30D | -8.9% | +7.9% | -16.8% | -12.8% |
| 3M | -22.4% | -16.6% | -5.8% | -16.9% |
| 6M | +10.1% | -11.2% | +21.3% | +12.9% |
| YTD | -19.0% | -11.3% | -7.7% | -18.1% |
| 1Y | -7.0% | -5.5% | -1.5% | -9.1% |
| 3Y | -9.8% | -25.4% | +15.6% | -2.4% |
| 5Y | -40.1% | -32.4% | -7.7% | -29.9% |
| All | +959.5% | -17.6% | +977.1% | +969.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling