-10.4%
MDB vs TSEM
+521.6%
-532.0%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +10.9% | -6.2% | +2.4% |
| 7D | -0.9% | -2.0% | +1.0% | -0.7% |
| 30D | -15.2% | -33.4% | +18.2% | -8.5% |
| 3M | -17.9% | -39.7% | +21.8% | -10.6% |
| 6M | +9.3% | -27.8% | +37.1% | +8.3% |
| YTD | -22.0% | +29.7% | -51.7% | -38.6% |
| 1Y | -9.3% | +81.1% | -90.5% | -37.5% |
| 3Y | -10.4% | +529.3% | -539.7% | -64.8% |
| All | -10.4% | +521.6% | -532.0% | -64.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling