+1,065.8%
MDB vs TNA
+2.8%
+1,063.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.0% | +7.3% | +5.5% |
| 7D | -2.8% | -7.6% | +4.8% | +0.1% |
| 30D | -14.9% | -13.6% | -1.2% | -10.3% |
| 3M | +7.3% | +2.8% | +4.5% | +5.1% |
| 6M | +38.2% | +34.5% | +3.7% | +19.1% |
| YTD | -10.9% | +41.0% | -51.9% | -24.9% |
| 1Y | +11.6% | +52.0% | -40.4% | -10.3% |
| 3Y | -0.9% | +103.5% | -104.4% | -36.4% |
| 5Y | -23.5% | -22.5% | -1.0% | -33.7% |
| All | +1,065.8% | +2.8% | +1,063.0% | +672.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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