+1,029.4%
MDB vs TDY
+272.0%
+757.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.2% | -4.3% | -3.9% |
| 7D | -1.8% | -1.1% | -0.6% | -1.1% |
| 30D | -17.3% | -12.0% | -5.2% | -10.7% |
| 3M | +2.2% | -3.2% | +5.4% | +3.6% |
| 6M | +33.9% | -7.9% | +41.7% | +39.0% |
| YTD | -13.7% | +18.2% | -31.9% | -24.6% |
| 1Y | +9.1% | +6.7% | +2.4% | +1.4% |
| 3Y | -8.1% | +47.5% | -55.7% | -31.2% |
| 5Y | -25.9% | +39.5% | -65.4% | -41.5% |
| All | +1,029.4% | +272.0% | +757.4% | +390.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling