+117.7%
WFC vs MDB
-9.9%
+127.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -0.6% |
| 7D | +1.2% | -11.4% | +12.6% | +2.1% |
| 30D | +5.2% | -13.8% | +19.0% | +6.1% |
| 3M | -3.0% | -15.5% | +12.4% | -2.6% |
| 6M | +6.2% | +17.9% | -11.7% | +3.0% |
| YTD | -7.9% | -25.5% | +17.6% | -7.3% |
| 1Y | +0.3% | -12.1% | +12.4% | -1.0% |
| 3Y | +117.7% | -5.9% | +123.6% | +99.1% |
| All | +117.7% | -9.9% | +127.6% | +99.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling