-10.1%
MDB vs TLN
+716.6%
-726.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.9% | -3.0% | +0.8% |
| 7D | +3.0% | +15.9% | -12.9% | -0.3% |
| 30D | -11.3% | -0.3% | -11.0% | -11.4% |
| 3M | -23.0% | +5.8% | -28.8% | -24.4% |
| 6M | +14.8% | -1.2% | +16.0% | +12.7% |
| YTD | -19.4% | +1.0% | -20.5% | -22.8% |
| 1Y | -9.0% | +1.1% | -10.1% | -13.2% |
| 3Y | -10.3% | +591.7% | -602.0% | -49.7% |
| All | -10.1% | +716.6% | -726.8% | -50.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling