-9.0%
MDB vs TPR
+28.7%
-37.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +1.4% |
| 7D | +3.0% | +6.4% | -3.4% | +5.1% |
| 30D | -11.3% | +13.8% | -25.1% | -7.6% |
| 3M | -23.0% | -16.6% | -6.4% | -25.2% |
| 6M | +14.8% | +0.7% | +14.1% | +15.9% |
| YTD | -19.4% | +5.3% | -24.8% | -13.9% |
| 1Y | -9.0% | +32.4% | -41.3% | +24.5% |
| All | -9.0% | +28.7% | -37.7% | +24.5% |
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