+1,017.5%
MDB vs TSEM
+588.4%
+429.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.1% | +1.1% |
| 7D | -4.5% | +4.7% | -9.3% | -5.9% |
| 30D | -14.0% | -14.2% | +0.3% | -11.0% |
| 3M | +5.3% | -5.0% | +10.4% | +2.2% |
| 6M | +31.9% | +87.6% | -55.7% | -3.6% |
| YTD | -14.6% | +84.4% | -99.0% | -37.7% |
| 1Y | +8.2% | +235.4% | -227.2% | -37.1% |
| 3Y | -5.0% | +668.0% | -673.0% | -60.8% |
| 5Y | -24.5% | +644.7% | -669.3% | -68.6% |
| All | +1,017.5% | +588.4% | +429.1% | +297.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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