+920.8%
MDB vs TSEM
+384.1%
+536.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +10.9% | -6.2% | +1.6% |
| 7D | -0.9% | -2.0% | +1.0% | -0.6% |
| 30D | -15.2% | -33.4% | +18.2% | -5.7% |
| 3M | -17.9% | -39.7% | +21.8% | -7.6% |
| 6M | +9.3% | -27.8% | +37.1% | +9.6% |
| YTD | -22.0% | +29.7% | -51.7% | -38.1% |
| 1Y | -9.3% | +81.1% | -90.5% | -36.8% |
| 3Y | -10.4% | +529.3% | -539.7% | -61.9% |
| 5Y | -43.2% | +315.0% | -358.2% | -72.2% |
| All | +920.8% | +384.1% | +536.7% | +294.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling