+17.9%
MDB vs TLN
-15.5%
+33.4%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.1% | -4.4% | +2.9% |
| 7D | -11.4% | -1.3% | -10.1% | -11.5% |
| 30D | -13.8% | -10.5% | -3.3% | -15.3% |
| 3M | -15.5% | +0.1% | -15.5% | -14.0% |
| 6M | +17.9% | -17.4% | +35.3% | +13.0% |
| All | +17.9% | -15.5% | +33.4% | +13.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling