-7.3%
MDB vs TPG
+74.1%
-81.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.6% | -4.7% | -4.2% |
| 7D | -1.8% | -9.4% | +7.6% | +4.7% |
| 30D | -17.3% | -5.3% | -12.0% | -14.2% |
| 3M | +2.2% | +12.9% | -10.7% | -6.4% |
| 6M | +33.9% | +20.1% | +13.8% | +16.0% |
| YTD | -13.7% | -22.5% | +8.8% | +0.3% |
| 1Y | +9.1% | -19.7% | +28.8% | +21.9% |
| 3Y | -8.1% | +81.2% | -89.3% | -50.0% |
| All | -7.3% | +74.1% | -81.5% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 5y: compounded portfolio wealth divided by compounded TPG 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…
5y analysis · Full analysis span regression · 6 months rolling