+14.5%
MDB vs WYNN
-26.4%
+40.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -17.4% | -3.9% | -13.5% | -16.4% |
| 30D | -2.0% | -9.3% | +7.3% | +1.4% |
| 3M | -3.0% | -11.4% | +8.4% | +1.1% |
| 6M | +48.7% | -11.0% | +59.6% | +54.0% |
| YTD | -12.1% | -23.4% | +11.2% | -4.3% |
| 1Y | +14.5% | -24.8% | +39.3% | +25.7% |
| All | +14.5% | -26.4% | +40.9% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 1y: compounded portfolio wealth divided by compounded WYNN 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…
1y analysis · Full analysis span regression · 6 months rolling