+528.7%
WDC vs MDB
-44.1%
+572.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.1% | -2.0% |
| 7D | -28.0% | -11.4% | -16.6% | -25.9% |
| 30D | -34.9% | -13.8% | -21.1% | -32.7% |
| 3M | -41.6% | -15.5% | -26.1% | -40.2% |
| 6M | -45.4% | +17.9% | -63.3% | -48.8% |
| YTD | +53.3% | -25.5% | +78.7% | +56.2% |
| 1Y | +61.5% | -12.1% | +73.6% | +58.0% |
| 3Y | +712.3% | -5.9% | +718.2% | +629.8% |
| All | +528.7% | -44.1% | +572.8% | +439.0% |
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