-24.5%
MDB vs TSN
-20.8%
-3.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.7% | -5.1% | -3.7% |
| 7D | -18.0% | -5.0% | -13.0% | -17.5% |
| 30D | -10.7% | -9.1% | -1.6% | -9.7% |
| 3M | +1.0% | -7.4% | +8.4% | +1.8% |
| 6M | +31.6% | -13.4% | +45.0% | +33.1% |
| YTD | -15.2% | -8.5% | -6.7% | -14.9% |
| 1Y | +10.1% | -3.2% | +13.3% | +8.9% |
| 3Y | -5.6% | +11.5% | -17.1% | -12.3% |
| 5Y | -24.5% | -19.5% | -5.0% | -6.6% |
| All | -24.5% | -20.8% | -3.7% | -6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling