+875.5%
MDB vs TT
+550.7%
+324.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.4% | +0.3% | +1.5% |
| 7D | -11.4% | -2.0% | -9.4% | -10.4% |
| 30D | -13.8% | -14.0% | +0.2% | -6.8% |
| 3M | -15.5% | -15.9% | +0.4% | -7.8% |
| 6M | +17.9% | -17.3% | +35.3% | +27.3% |
| YTD | -25.5% | +4.0% | -29.4% | -30.0% |
| 1Y | -12.1% | -7.1% | -5.0% | -12.0% |
| 3Y | -5.9% | +90.2% | -96.1% | -38.5% |
| 5Y | -43.7% | +131.1% | -174.8% | -68.0% |
| All | +875.5% | +550.7% | +324.8% | +246.7% |
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