+935.2%
MDB vs TSN
+7.9%
+927.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.2% |
| 7D | -1.0% | +5.8% | -6.9% | -2.5% |
| 30D | -14.0% | +12.8% | -26.8% | -16.8% |
| 3M | -20.3% | +6.5% | -26.8% | -22.0% |
| 6M | +10.9% | -10.3% | +21.1% | +13.3% |
| YTD | -20.9% | +5.5% | -26.4% | -23.1% |
| 1Y | -11.2% | +15.8% | -27.0% | -16.3% |
| 3Y | -11.9% | +42.5% | -54.4% | -24.7% |
| 5Y | -40.2% | -14.3% | -25.8% | -39.2% |
| All | +935.2% | +7.9% | +927.3% | +678.0% |
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