+1,049.8%
MDB vs TNA
+12.1%
+1,037.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.8% | -4.4% |
| 7D | -17.4% | -0.1% | -17.4% | -17.6% |
| 30D | -2.0% | -4.9% | +2.9% | -0.3% |
| 3M | -3.0% | +0.4% | -3.4% | -4.1% |
| 6M | +48.7% | +32.5% | +16.1% | +28.6% |
| YTD | -12.1% | +53.7% | -65.9% | -28.2% |
| 1Y | +14.5% | +65.1% | -50.6% | -10.8% |
| 3Y | -6.1% | +98.4% | -104.6% | -39.1% |
| 5Y | -27.3% | -22.5% | -4.9% | -37.5% |
| All | +1,049.8% | +12.1% | +1,037.7% | +637.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling