-5.6%
MDB vs TNA
+117.1%
-122.7%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.3% | -2.2% | -3.0% |
| 7D | -18.0% | +4.1% | -22.1% | -19.3% |
| 30D | -10.7% | -7.6% | -3.1% | -8.4% |
| 3M | +1.0% | +8.1% | -7.1% | -2.5% |
| 6M | +31.6% | +49.0% | -17.4% | +10.7% |
| YTD | -15.2% | +51.7% | -66.9% | -29.2% |
| 1Y | +10.1% | +59.6% | -49.5% | -11.5% |
| 3Y | -5.6% | +118.9% | -124.5% | -35.3% |
| All | -5.6% | +117.1% | -122.7% | -35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling