+849.8%
MDB vs TPR
+331.7%
+518.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +7.1% | -14.3% | -9.4% |
| 7D | -20.9% | +13.9% | -34.7% | -24.2% |
| 30D | -15.6% | +14.9% | -30.5% | -19.5% |
| 3M | -19.1% | -15.4% | -3.7% | -16.4% |
| 6M | +14.2% | -4.5% | +18.7% | +11.7% |
| YTD | -27.4% | +6.0% | -33.4% | -32.1% |
| 1Y | -13.0% | +24.3% | -37.4% | -23.6% |
| 3Y | -11.2% | +412.8% | -424.1% | -53.3% |
| 5Y | -45.2% | +258.4% | -303.6% | -67.9% |
| All | +849.8% | +331.7% | +518.0% | +478.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling