+1,049.8%
MDB vs TSN
-8.0%
+1,057.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.9% |
| 7D | -17.4% | -6.3% | -11.1% | -16.2% |
| 30D | -2.0% | -10.8% | +8.8% | +0.7% |
| 3M | -3.0% | -8.8% | +5.7% | -1.2% |
| 6M | +48.7% | -16.8% | +65.5% | +54.3% |
| YTD | -12.1% | -10.0% | -2.1% | -10.8% |
| 1Y | +14.5% | -5.3% | +19.8% | +14.0% |
| 3Y | -6.1% | +8.5% | -14.7% | -12.9% |
| 5Y | -27.3% | -22.9% | -4.4% | -24.4% |
| All | +1,049.8% | -8.0% | +1,057.8% | +803.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling