+1,065.8%
MDB vs TTMI
+677.3%
+388.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.9% | +4.7% |
| 7D | -2.8% | +6.0% | -8.8% | -4.7% |
| 30D | -14.9% | -6.4% | -8.4% | -14.0% |
| 3M | +7.3% | -28.9% | +36.3% | +14.1% |
| 6M | +38.2% | +26.9% | +11.3% | +15.8% |
| YTD | -10.9% | +77.3% | -88.2% | -35.8% |
| 1Y | +11.6% | +147.5% | -135.9% | -31.5% |
| 3Y | -0.9% | +847.6% | -848.5% | -67.6% |
| 5Y | -23.5% | +802.2% | -825.7% | -75.1% |
| All | +1,065.8% | +677.3% | +388.5% | +278.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling