+4.2%
WBD vs MDB
-24.3%
+28.5%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | -1.7% | -4.5% | +2.8% | -0.9% |
| 30D | +3.9% | -14.0% | +17.9% | +6.2% |
| 3M | +5.1% | +5.3% | -0.2% | +2.8% |
| 6M | +0.6% | +31.9% | -31.3% | -7.0% |
| YTD | -3.2% | -14.6% | +11.5% | -3.7% |
| 1Y | +127.7% | +8.2% | +119.4% | +114.2% |
| 3Y | +146.6% | -5.0% | +151.6% | +118.9% |
| 5Y | +4.2% | -24.5% | +28.7% | -20.0% |
| All | +4.2% | -24.3% | +28.5% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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