+935.2%
MDB vs TPR
+336.4%
+598.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | -1.0% | +12.1% | -13.1% | -4.6% |
| 30D | -14.0% | +16.7% | -30.7% | -18.4% |
| 3M | -20.3% | -17.4% | -2.9% | -17.0% |
| 6M | +10.9% | +2.3% | +8.6% | +7.0% |
| YTD | -20.9% | +7.1% | -28.0% | -26.2% |
| 1Y | -11.2% | +29.5% | -40.7% | -22.8% |
| 3Y | -11.9% | +415.0% | -427.0% | -53.7% |
| 5Y | -40.2% | +261.5% | -301.6% | -65.1% |
| All | +935.2% | +336.4% | +598.8% | +529.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling