+942.1%
MDB vs TRI
+175.6%
+766.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.7% | -1.7% |
| 7D | +6.8% | -2.9% | +9.7% | +8.6% |
| 30D | -6.2% | +3.7% | -9.9% | -10.9% |
| 3M | -29.2% | +3.7% | -33.0% | -33.2% |
| 6M | +10.3% | +35.1% | -24.8% | -14.9% |
| YTD | -20.4% | -14.0% | -6.4% | -17.4% |
| 1Y | -4.8% | -19.0% | +14.1% | +3.2% |
| 3Y | -11.6% | -12.0% | +0.4% | -18.7% |
| 5Y | -41.0% | +0.6% | -41.7% | -52.7% |
| All | +942.1% | +175.6% | +766.5% | +314.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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