+57.9%
MDB vs TEM
+53.2%
+4.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.7% | +5.4% | +1.5% |
| 7D | -4.5% | -1.1% | -3.5% | -4.4% |
| 30D | -14.0% | +11.3% | -25.3% | -16.2% |
| 3M | +5.3% | +25.5% | -20.2% | +0.2% |
| 6M | +31.9% | +17.1% | +14.8% | +26.3% |
| YTD | -14.6% | +3.8% | -18.4% | -16.7% |
| 1Y | +8.2% | -24.4% | +32.6% | +9.5% |
| All | +57.9% | +53.2% | +4.7% | +36.4% |
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