+430.9%
WDC vs MDB
+929.6%
-498.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | +16.3% | +11.6% | +4.7% | +13.9% |
| 30D | -18.3% | -8.9% | -9.3% | -16.4% |
| 3M | -31.4% | -22.4% | -9.1% | -28.6% |
| 6M | -36.3% | +10.1% | -46.3% | -39.0% |
| YTD | +80.8% | -19.0% | +99.9% | +81.1% |
| 1Y | +87.7% | -7.0% | +94.7% | +81.8% |
| 3Y | +819.4% | -9.8% | +829.3% | +743.3% |
| 5Y | +583.2% | -40.1% | +623.3% | +511.4% |
| All | +430.9% | +929.6% | -498.7% | +169.8% |
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