+1,017.5%
MDB vs TSN
-7.4%
+1,024.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.9% |
| 7D | -4.5% | -7.3% | +2.8% | -2.8% |
| 30D | -14.0% | -8.6% | -5.4% | -12.2% |
| 3M | +5.3% | -7.5% | +12.8% | +7.0% |
| 6M | +31.9% | -14.1% | +46.0% | +35.6% |
| YTD | -14.6% | -9.4% | -5.2% | -13.5% |
| 1Y | +8.2% | -4.1% | +12.3% | +7.4% |
| 3Y | -5.0% | +10.3% | -15.3% | -12.3% |
| 5Y | -24.5% | -19.7% | -4.8% | -22.6% |
| All | +1,017.5% | -7.4% | +1,024.9% | +776.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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