+104.6%
WFC vs MDB
+892.0%
-787.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.6% | -2.8% | +1.5% |
| 7D | +0.1% | -0.9% | +1.1% | +0.2% |
| 30D | +2.9% | -15.2% | +18.1% | +4.1% |
| 3M | -1.4% | -17.9% | +16.5% | -0.6% |
| 6M | +14.3% | +9.3% | +5.0% | +12.0% |
| YTD | -6.2% | -22.0% | +15.8% | -6.2% |
| 1Y | +1.6% | -9.3% | +10.9% | +0.1% |
| 3Y | +126.9% | -10.4% | +137.3% | +116.1% |
| 5Y | +94.0% | -43.2% | +137.2% | +82.0% |
| All | +104.6% | +892.0% | -787.4% | +34.9% |
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 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