-5.2%
MDB vs TDY
+45.1%
-50.3%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.2% |
| 7D | -2.8% | -1.9% | -0.9% | -1.9% |
| 30D | -14.9% | -12.5% | -2.4% | -9.4% |
| 3M | +7.3% | -0.8% | +8.2% | +7.0% |
| 6M | +38.2% | -9.0% | +47.2% | +43.3% |
| YTD | -10.9% | +16.8% | -27.7% | -21.8% |
| 1Y | +11.6% | +9.5% | +2.2% | +1.7% |
| All | -5.2% | +45.1% | -50.3% | -30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling