-9.1%
MDB vs TKO
+103.5%
-112.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.8% | +1.4% |
| 7D | -4.5% | +0.7% | -5.2% | -4.9% |
| 30D | -14.0% | +0.9% | -14.9% | -14.5% |
| 3M | +5.3% | -6.2% | +11.5% | +7.3% |
| 6M | +31.9% | -5.6% | +37.5% | +34.0% |
| YTD | -14.6% | -7.8% | -6.8% | -12.5% |
| 1Y | +8.2% | -1.2% | +9.5% | +8.1% |
| All | -9.1% | +103.5% | -112.6% | -23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling