-24.5%
MDB vs TRI
-10.1%
-14.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.5% | +1.8% |
| 7D | -4.5% | -8.4% | +3.9% | +0.6% |
| 30D | -14.0% | -6.5% | -7.5% | -10.7% |
| 3M | +5.3% | +18.6% | -13.3% | -8.1% |
| 6M | +31.9% | -10.4% | +42.3% | +37.2% |
| YTD | -14.6% | -23.7% | +9.1% | -0.1% |
| 1Y | +8.2% | -42.5% | +50.7% | +58.9% |
| 3Y | -5.0% | -19.3% | +14.3% | -17.0% |
| 5Y | -24.5% | -9.7% | -14.9% | -47.0% |
| All | -24.5% | -10.1% | -14.5% | -47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling