+935.2%
MDB vs TTMI
+358.9%
+576.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.1% | +5.5% | +2.6% |
| 7D | -1.0% | -11.5% | +10.5% | +2.0% |
| 30D | -14.0% | -40.3% | +26.3% | -2.5% |
| 3M | -20.3% | -44.5% | +24.1% | -9.0% |
| 6M | +10.9% | -54.1% | +64.9% | +28.1% |
| YTD | -20.9% | +4.7% | -25.6% | -35.5% |
| 1Y | -11.2% | +3.3% | -14.6% | -28.5% |
| 3Y | -11.9% | +407.2% | -419.1% | -65.8% |
| 5Y | -40.2% | +406.5% | -446.7% | -77.4% |
| All | +935.2% | +358.9% | +576.3% | +280.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling