+13.6%
WFC vs MDB
+9.1%
+4.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.2% | -2.1% |
| 7D | +1.1% | -18.0% | +19.1% | +1.5% |
| 30D | +0.8% | -10.7% | +11.5% | +0.9% |
| 3M | +9.3% | +1.0% | +8.3% | +8.8% |
| 6M | +10.6% | +31.6% | -21.0% | +8.2% |
| YTD | -4.1% | -15.2% | +11.1% | -3.4% |
| 1Y | +13.6% | +10.1% | +3.5% | +13.0% |
| All | +13.6% | +9.1% | +4.4% | +13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling