-18.6%
WBD vs MDB
-33.4%
+14.8%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.6% | -2.2% | +0.6% |
| 7D | +3.1% | +1.3% | +1.8% | +2.8% |
| 30D | +34.4% | +18.9% | +15.5% | +29.5% |
| 3M | +110.6% | +78.7% | +31.9% | +83.0% |
| 6M | +153.4% | +109.4% | +43.9% | +111.7% |
| YTD | +117.4% | +60.6% | +56.8% | +89.5% |
| 1Y | +150.3% | +28.9% | +121.4% | +125.5% |
| 3Y | +112.8% | +132.2% | -19.5% | +52.9% |
| All | -18.6% | -33.4% | +14.8% | -35.5% |
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