-4.8%
MDB vs TKO
+9.5%
-14.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.9% |
| 7D | +6.8% | +2.3% | +4.5% | +5.9% |
| 30D | -6.2% | +13.4% | -19.6% | -10.6% |
| 3M | -29.2% | -1.7% | -27.5% | -28.4% |
| 6M | +10.3% | +7.2% | +3.1% | +8.6% |
| YTD | -20.4% | -5.4% | -15.0% | -16.6% |
| 1Y | -4.8% | +8.7% | -13.5% | -0.2% |
| All | -4.8% | +9.5% | -14.3% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 1y: compounded portfolio wealth divided by compounded TKO 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…
1y analysis · Full analysis span regression · 6 months rolling