+920.8%
MDB vs TSN
+7.1%
+913.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.3% | +4.6% |
| 7D | -0.9% | +4.9% | -5.8% | -2.2% |
| 30D | -15.2% | +12.1% | -27.2% | -17.8% |
| 3M | -17.9% | +4.1% | -22.0% | -19.2% |
| 6M | +9.3% | -10.9% | +20.2% | +11.9% |
| YTD | -22.0% | +4.8% | -26.8% | -24.1% |
| 1Y | -9.3% | +17.6% | -27.0% | -15.0% |
| 3Y | -10.4% | +43.2% | -53.6% | -23.6% |
| 5Y | -43.2% | -13.9% | -29.4% | -42.5% |
| All | +920.8% | +7.1% | +913.7% | +668.5% |
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