-45.2%
MDB vs TPR
+253.5%
-298.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.7% | +3.2% |
| 7D | -11.4% | +14.2% | -25.6% | -17.1% |
| 30D | -13.8% | +17.1% | -30.9% | -20.6% |
| 3M | -15.5% | -17.7% | +2.3% | -9.8% |
| 6M | +17.9% | -10.2% | +28.1% | +17.4% |
| YTD | -25.5% | +4.9% | -30.4% | -33.6% |
| 1Y | -12.1% | +36.1% | -48.2% | -33.9% |
| 3Y | -5.9% | +416.5% | -422.3% | -75.4% |
| All | -45.2% | +253.5% | -298.8% | -82.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling