+56.8%
MDB vs TEM
+60.7%
-3.9%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -2.9% | -3.4% |
| 7D | -18.0% | +3.2% | -21.3% | -18.5% |
| 30D | -10.7% | +23.5% | -34.2% | -14.5% |
| 3M | +1.0% | +32.3% | -31.3% | -4.8% |
| 6M | +31.6% | +23.0% | +8.6% | +25.0% |
| YTD | -15.2% | +8.9% | -24.0% | -17.9% |
| 1Y | +10.1% | -19.9% | +30.0% | +10.3% |
| All | +56.8% | +60.7% | -3.9% | +34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling