+40.6%
WBD vs MDB
+1,017.4%
-976.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | +0.2% |
| 7D | -1.8% | -17.4% | +15.6% | +0.7% |
| 30D | +8.8% | -2.0% | +10.8% | +8.6% |
| 3M | +4.6% | -3.0% | +7.6% | +4.2% |
| 6M | +1.1% | +48.7% | -47.6% | -6.4% |
| YTD | -2.0% | -12.1% | +10.2% | -2.8% |
| 1Y | +140.0% | +14.5% | +125.5% | +127.7% |
| 3Y | +144.4% | -6.1% | +150.5% | +125.3% |
| 5Y | -0.2% | -27.3% | +27.1% | -13.7% |
| All | +40.6% | +1,017.4% | -976.8% | -10.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling