+942.1%
MDB vs TPR
+326.1%
+616.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.5% | -1.6% |
| 7D | +6.8% | -0.3% | +7.1% | +6.9% |
| 30D | -6.2% | +15.1% | -21.3% | -10.6% |
| 3M | -29.2% | +3.5% | -32.8% | -30.6% |
| 6M | +10.3% | +0.4% | +9.9% | +7.0% |
| YTD | -20.4% | +4.6% | -25.0% | -25.2% |
| 1Y | -4.8% | +33.1% | -37.9% | -18.2% |
| 3Y | -11.6% | +396.0% | -407.6% | -53.0% |
| 5Y | -41.0% | +230.3% | -271.3% | -64.9% |
| All | +942.1% | +326.1% | +616.0% | +537.6% |
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