-25.3%
MDB vs TKO
+291.2%
-316.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.2% |
| 7D | -1.8% | +2.3% | -4.1% | -2.8% |
| 30D | -17.3% | -2.5% | -14.8% | -16.8% |
| 3M | +2.2% | -10.6% | +12.8% | +6.1% |
| 6M | +33.9% | -5.1% | +38.9% | +35.9% |
| YTD | -13.7% | -8.2% | -5.5% | -11.4% |
| 1Y | +9.1% | -4.4% | +13.5% | +9.8% |
| 3Y | -8.1% | +100.4% | -108.5% | -30.4% |
| All | -25.3% | +291.2% | -316.5% | -70.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling