+129.3%
WFC vs MDB
-28.4%
+157.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.1% | +5.0% | +1.2% |
| 7D | +3.8% | -17.4% | +21.2% | +5.4% |
| 30D | +1.5% | -2.0% | +3.5% | +1.3% |
| 3M | +10.9% | -3.0% | +13.9% | +10.5% |
| 6M | +8.4% | +48.7% | -40.3% | +3.1% |
| YTD | -1.9% | -12.1% | +10.3% | -2.3% |
| 1Y | +12.3% | +14.5% | -2.2% | +8.6% |
| 3Y | +132.3% | -6.1% | +138.5% | +119.1% |
| All | +129.3% | -28.4% | +157.7% | +102.5% |
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