-11.6%
MDB vs TNA
+138.6%
-150.2%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.3% |
| 7D | +6.8% | +3.7% | +3.1% | +5.3% |
| 30D | -6.2% | +4.4% | -10.6% | -7.7% |
| 3M | -29.2% | -26.7% | -2.6% | -21.6% |
| 6M | +10.3% | -12.8% | +23.1% | +13.7% |
| YTD | -20.4% | +22.7% | -43.0% | -28.7% |
| 1Y | -4.8% | +35.7% | -40.5% | -18.5% |
| 3Y | -11.6% | +134.6% | -146.2% | -43.0% |
| All | -11.6% | +138.6% | -150.2% | -43.0% |
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