-23.5%
MDB vs TDG
+125.9%
-149.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.3% |
| 7D | -2.8% | -2.7% | -0.1% | -1.0% |
| 30D | -14.9% | -9.3% | -5.6% | -9.2% |
| 3M | +7.3% | -7.1% | +14.4% | +11.5% |
| 6M | +38.2% | -11.2% | +49.3% | +45.8% |
| YTD | -10.9% | -15.3% | +4.3% | -3.2% |
| 1Y | +11.6% | -12.5% | +24.1% | +17.0% |
| 3Y | -0.9% | +51.2% | -52.1% | -45.4% |
| 5Y | -23.5% | +126.1% | -149.6% | -72.7% |
| All | -23.5% | +125.9% | -149.4% | -72.7% |
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