-8.1%
MDB vs TDG
+52.1%
-60.2%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.2% | -4.3% | -3.4% |
| 7D | -1.8% | -1.9% | +0.1% | -1.3% |
| 30D | -17.3% | -7.7% | -9.6% | -15.6% |
| 3M | +2.2% | -9.3% | +11.5% | +4.4% |
| 6M | +33.9% | -9.4% | +43.2% | +36.0% |
| YTD | -13.7% | -14.3% | +0.6% | -10.7% |
| 1Y | +9.1% | -11.8% | +20.9% | +11.3% |
| 3Y | -8.1% | +52.0% | -60.1% | -24.5% |
| All | -8.1% | +52.1% | -60.2% | -24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling