+920.8%
MDB vs TT
+581.1%
+339.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.7% | 0.0% | +2.3% |
| 7D | -0.9% | +1.7% | -2.7% | -1.7% |
| 30D | -15.2% | -11.8% | -3.3% | -9.5% |
| 3M | -17.9% | -12.6% | -5.3% | -12.2% |
| 6M | +9.3% | -9.4% | +18.7% | +12.8% |
| YTD | -22.0% | +8.8% | -30.8% | -28.4% |
| 1Y | -9.3% | -2.5% | -6.8% | -11.5% |
| 3Y | -10.4% | +95.7% | -106.0% | -42.3% |
| 5Y | -43.2% | +135.7% | -179.0% | -68.2% |
| All | +920.8% | +581.1% | +339.7% | +254.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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