-8.9%
MDB vs TPG
+85.9%
-94.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.3% | -0.2% | -1.2% |
| 7D | -18.0% | -2.9% | -15.1% | -16.3% |
| 30D | -10.7% | +5.0% | -15.8% | -13.3% |
| 3M | +1.0% | +24.9% | -23.9% | -13.6% |
| 6M | +31.6% | +21.1% | +10.5% | +13.9% |
| YTD | -15.2% | -17.3% | +2.1% | -5.3% |
| 1Y | +10.1% | -9.8% | +19.9% | +13.7% |
| 3Y | -5.6% | +95.4% | -101.1% | -51.1% |
| All | -8.9% | +85.9% | -94.8% | -56.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling