-24.7%
MDB vs TT
+140.2%
-164.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.9% | -4.6% |
| 7D | -17.4% | 0.0% | -17.4% | -17.4% |
| 30D | -2.0% | -7.2% | +5.1% | +2.8% |
| 3M | -3.0% | -3.0% | 0.0% | -2.9% |
| 6M | +48.7% | +1.4% | +47.3% | +40.1% |
| YTD | -12.1% | +15.9% | -28.0% | -26.4% |
| 1Y | +14.5% | +9.4% | +5.1% | 0.0% |
| 3Y | -6.1% | +124.4% | -130.5% | -62.6% |
| All | -24.7% | +140.2% | -164.9% | -76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling