+942.1%
MDB vs TTMI
+370.6%
+571.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.2% | -0.8% |
| 7D | +6.8% | +11.4% | -4.6% | +3.3% |
| 30D | -6.2% | -28.3% | +22.1% | +1.2% |
| 3M | -29.2% | -46.7% | +17.4% | -18.3% |
| 6M | +10.3% | -56.1% | +66.4% | +29.5% |
| YTD | -20.4% | +7.4% | -27.7% | -35.6% |
| 1Y | -4.8% | +17.4% | -22.2% | -26.9% |
| 3Y | -11.6% | +429.1% | -440.7% | -66.2% |
| 5Y | -41.0% | +418.8% | -459.8% | -77.9% |
| All | +942.1% | +370.6% | +571.4% | +279.6% |
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