+394.4%
WDC vs MDB
+892.0%
-497.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.6% | +5.2% | +8.9% |
| 7D | -14.4% | -0.9% | -13.5% | -14.0% |
| 30D | -27.1% | -15.2% | -11.9% | -24.4% |
| 3M | -33.3% | -17.9% | -15.3% | -31.2% |
| 6M | -39.6% | +9.3% | -48.9% | -42.1% |
| YTD | +68.4% | -22.0% | +90.4% | +69.9% |
| 1Y | +78.2% | -9.3% | +87.5% | +73.4% |
| 3Y | +772.0% | -10.4% | +782.4% | +700.6% |
| 5Y | +584.9% | -43.2% | +628.1% | +519.2% |
| All | +394.4% | +892.0% | -497.6% | +153.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling