-11.9%
MDB vs TT
+94.9%
-106.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | -1.0% | +0.8% | -1.8% | -1.2% |
| 30D | -14.0% | -11.8% | -2.2% | -10.2% |
| 3M | -20.3% | -11.6% | -8.8% | -16.9% |
| 6M | +10.9% | -9.3% | +20.2% | +13.0% |
| YTD | -20.9% | +8.9% | -29.8% | -27.4% |
| 1Y | -11.2% | -2.2% | -9.0% | -13.2% |
| 3Y | -11.9% | +91.9% | -103.8% | -48.2% |
| All | -11.9% | +94.9% | -106.8% | -48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling