+37.8%
MDB vs TEM
+90.1%
-52.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +8.0% | -5.3% | +1.3% |
| 7D | -11.4% | +5.3% | -16.7% | -12.3% |
| 30D | -13.8% | +8.1% | -21.9% | -15.1% |
| 3M | -15.5% | +64.9% | -80.3% | -23.8% |
| 6M | +17.9% | +42.1% | -24.2% | +8.5% |
| YTD | -25.5% | +28.8% | -54.3% | -30.6% |
| 1Y | -12.1% | +5.5% | -17.6% | -16.1% |
| All | +37.8% | +90.1% | -52.3% | +13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling