-25.3%
MDB vs WYNN
-11.0%
-14.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.7% |
| 7D | -1.8% | -4.2% | +2.4% | +0.4% |
| 30D | -17.3% | -14.6% | -2.7% | -10.5% |
| 3M | +2.2% | -18.4% | +20.6% | +13.0% |
| 6M | +33.9% | -11.9% | +45.8% | +41.1% |
| YTD | -13.7% | -26.6% | +12.9% | +0.2% |
| 1Y | +9.1% | -28.5% | +37.6% | +27.1% |
| 3Y | -8.1% | -5.1% | -3.0% | -13.5% |
| All | -25.3% | -11.0% | -14.3% | -39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling