-40.5%
MDB vs TDG
+125.9%
-166.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -2.4% |
| 7D | +6.8% | +1.7% | +5.1% | +5.6% |
| 30D | -6.2% | +9.7% | -15.9% | -12.3% |
| 3M | -29.2% | -2.3% | -26.9% | -28.5% |
| 6M | +10.3% | +1.3% | +9.0% | +6.7% |
| YTD | -20.4% | -8.5% | -11.9% | -18.2% |
| 1Y | -4.8% | -8.1% | +3.3% | -3.0% |
| 3Y | -11.6% | +43.4% | -55.0% | -47.7% |
| All | -40.5% | +125.9% | -166.4% | -79.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling