+1,049.8%
MDB vs TKO
+826.5%
+223.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.3% | -3.4% |
| 7D | -17.4% | +0.7% | -18.2% | -17.9% |
| 30D | -2.0% | +1.6% | -3.6% | -2.8% |
| 3M | -3.0% | -7.8% | +4.8% | -0.5% |
| 6M | +48.7% | -13.3% | +62.0% | +55.6% |
| YTD | -12.1% | -10.3% | -1.8% | -9.2% |
| 1Y | +14.5% | -0.6% | +15.1% | +13.5% |
| 3Y | -6.1% | +88.5% | -94.6% | -27.1% |
| 5Y | -27.3% | +284.7% | -312.0% | -57.9% |
| All | +1,049.8% | +826.5% | +223.3% | +496.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling