+14.5%
MDB vs TTMI
+171.3%
-156.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +8.8% | -12.9% | -4.4% |
| 7D | -17.4% | +5.9% | -23.3% | -17.6% |
| 30D | -2.0% | -4.3% | +2.3% | -2.0% |
| 3M | -3.0% | -32.0% | +29.0% | -2.4% |
| 6M | +48.7% | +19.5% | +29.2% | +38.6% |
| YTD | -12.1% | +82.0% | -94.2% | -22.2% |
| 1Y | +14.5% | +172.6% | -158.1% | -8.5% |
| All | +14.5% | +171.3% | -156.8% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 1y: compounded portfolio wealth divided by compounded TTMI 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…
1y analysis · Full analysis span regression · 6 months rolling