+62.4%
MDB vs TEM
+61.6%
+0.9%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.1% |
| 7D | -17.4% | +0.9% | -18.3% | -17.6% |
| 30D | -2.0% | +38.4% | -40.4% | -8.1% |
| 3M | -3.0% | +23.7% | -26.7% | -7.5% |
| 6M | +48.7% | +26.0% | +22.7% | +40.7% |
| YTD | -12.1% | +9.4% | -21.6% | -15.1% |
| 1Y | +14.5% | -17.3% | +31.8% | +14.2% |
| All | +62.4% | +61.6% | +0.9% | +39.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling