+1,010.1%
MDB vs TDY
+272.8%
+737.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.5% | -2.9% |
| 7D | -18.0% | -0.9% | -17.1% | -17.5% |
| 30D | -10.7% | -12.5% | +1.7% | -3.4% |
| 3M | +1.0% | -1.2% | +2.2% | +1.0% |
| 6M | +31.6% | -6.6% | +38.2% | +35.5% |
| YTD | -15.2% | +18.5% | -33.6% | -25.9% |
| 1Y | +10.1% | +10.8% | -0.6% | -0.1% |
| 3Y | -5.6% | +47.5% | -53.1% | -29.2% |
| 5Y | -24.5% | +35.8% | -60.3% | -39.7% |
| All | +1,010.1% | +272.8% | +737.2% | +382.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling