+1,017.5%
MDB vs TTMI
+689.4%
+328.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.9% | +4.6% | +1.8% |
| 7D | -4.5% | +7.5% | -12.0% | -6.7% |
| 30D | -14.0% | -4.5% | -9.5% | -13.6% |
| 3M | +5.3% | -28.5% | +33.9% | +11.8% |
| 6M | +31.9% | +28.4% | +3.5% | +10.2% |
| YTD | -14.6% | +80.1% | -94.7% | -38.8% |
| 1Y | +8.2% | +161.0% | -152.8% | -34.9% |
| 3Y | -5.0% | +862.4% | -867.4% | -69.1% |
| 5Y | -24.5% | +812.9% | -837.5% | -75.5% |
| All | +1,017.5% | +689.4% | +328.1% | +261.0% |
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