+1,029.4%
MDB vs TDG
+479.5%
+550.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.2% | -4.3% | -3.7% |
| 7D | -1.8% | -1.9% | +0.1% | -0.9% |
| 30D | -17.3% | -7.7% | -9.6% | -14.1% |
| 3M | +2.2% | -9.3% | +11.5% | +6.4% |
| 6M | +33.9% | -9.4% | +43.2% | +38.0% |
| YTD | -13.7% | -14.3% | +0.6% | -8.8% |
| 1Y | +9.1% | -11.8% | +20.9% | +13.0% |
| 3Y | -8.1% | +52.0% | -60.1% | -30.1% |
| 5Y | -25.9% | +128.8% | -154.7% | -52.6% |
| All | +1,029.4% | +479.5% | +550.0% | +326.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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