+1,049.8%
MDB vs TPR
+293.0%
+756.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -17.4% | -2.3% | -15.1% | -16.9% |
| 30D | -2.0% | -23.0% | +20.9% | +4.9% |
| 3M | -3.0% | -12.5% | +9.5% | -0.7% |
| 6M | +48.7% | -21.4% | +70.1% | +55.2% |
| YTD | -12.1% | -3.5% | -8.6% | -14.8% |
| 1Y | +14.5% | +17.4% | -2.9% | +2.5% |
| 3Y | -6.1% | +291.3% | -297.4% | -45.8% |
| 5Y | -27.3% | +241.9% | -269.2% | -56.3% |
| All | +1,049.8% | +293.0% | +756.8% | +626.0% |
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