+1,049.8%
MDB vs TT
+625.4%
+424.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.4% |
| 7D | -17.4% | -0.2% | -17.2% | -17.3% |
| 30D | -2.0% | -7.4% | +5.4% | +1.7% |
| 3M | -3.0% | -3.2% | +0.2% | -2.6% |
| 6M | +48.7% | +1.1% | +47.6% | +43.3% |
| YTD | -12.1% | +15.6% | -27.8% | -21.8% |
| 1Y | +14.5% | +9.2% | +5.3% | +5.0% |
| 3Y | -6.1% | +124.4% | -130.5% | -44.2% |
| 5Y | -27.3% | +138.0% | -165.3% | -59.9% |
| All | +1,049.8% | +625.4% | +424.4% | +286.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling