-11.2%
MDB vs TPR
+31.0%
-42.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.3% |
| 7D | -1.0% | +12.1% | -13.1% | +2.5% |
| 30D | -14.0% | +16.7% | -30.7% | -9.8% |
| 3M | -20.3% | -17.4% | -2.9% | -22.5% |
| 6M | +10.9% | +2.3% | +8.6% | +12.4% |
| YTD | -20.9% | +7.1% | -28.0% | -15.8% |
| 1Y | -11.2% | +29.5% | -40.7% | +9.0% |
| All | -11.2% | +31.0% | -42.2% | +9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling