+49.7%
MDB vs TEM
+89.7%
-40.0%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.5% | +4.9% | +1.3% |
| 7D | +11.6% | +7.8% | +3.8% | +9.9% |
| 30D | -8.9% | +11.2% | -20.2% | -10.8% |
| 3M | -22.4% | +39.0% | -61.4% | -28.0% |
| 6M | +10.1% | +61.6% | -51.6% | -0.6% |
| YTD | -19.0% | +28.5% | -47.6% | -24.7% |
| 1Y | -7.0% | +6.7% | -13.7% | -11.4% |
| All | +49.7% | +89.7% | -40.0% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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