-7.7%
MDB vs TDY
+22.9%
-30.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.8% | +2.7% | -1.0% |
| 7D | -16.5% | -5.0% | -11.5% | -15.5% |
| 30D | -8.6% | +2.0% | -10.6% | -8.6% |
| 3M | -13.6% | -7.7% | -5.9% | -13.1% |
| 6M | +24.1% | -0.9% | +24.9% | +23.6% |
| YTD | -21.8% | +23.7% | -45.5% | -24.0% |
| 1Y | -7.7% | +23.6% | -31.3% | -10.2% |
| All | -7.7% | +22.9% | -30.6% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 1y: compounded portfolio wealth divided by compounded TDY 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…
1y analysis · Full analysis span regression · 6 months rolling