+350.0%
WDC vs MDB
+848.0%
-497.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.1% | -2.0% |
| 7D | -28.0% | -11.4% | -16.6% | -26.0% |
| 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% | -48.6% |
| YTD | +53.3% | -25.5% | +78.7% | +55.9% |
| 1Y | +61.5% | -12.1% | +73.6% | +58.1% |
| 3Y | +712.3% | -5.9% | +718.2% | +637.3% |
| 5Y | +524.2% | -43.7% | +567.9% | +465.1% |
| All | +350.0% | +848.0% | -497.9% | +132.3% |
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