-4.8%
MDB vs TRI
-17.3%
+12.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.7% | -1.7% |
| 7D | +6.8% | -2.9% | +9.7% | +7.9% |
| 30D | -6.2% | +3.7% | -9.9% | -9.5% |
| 3M | -29.2% | +3.7% | -33.0% | -32.0% |
| 6M | +10.3% | +35.1% | -24.8% | -6.0% |
| YTD | -20.4% | -14.0% | -6.4% | -16.1% |
| 1Y | -4.8% | -19.0% | +14.1% | +2.3% |
| All | -4.8% | -17.3% | +12.5% | +2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling