+14.5%
MDB vs TLN
-17.2%
+31.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.8% | -7.8% | -4.3% |
| 7D | -17.4% | +7.1% | -24.5% | -17.7% |
| 30D | -2.0% | -3.9% | +1.9% | -1.7% |
| 3M | -3.0% | -16.2% | +13.1% | -2.5% |
| 6M | +48.7% | -5.8% | +54.5% | +44.9% |
| YTD | -12.1% | -15.4% | +3.3% | -13.4% |
| 1Y | +14.5% | -16.7% | +31.2% | +11.6% |
| All | +14.5% | -17.2% | +31.7% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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