-2.3%
MDB vs TTMI
+816.8%
-819.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +8.8% | -12.9% | -5.3% |
| 7D | -17.4% | +5.9% | -23.3% | -18.1% |
| 30D | -2.0% | -4.3% | +2.3% | -1.8% |
| 3M | -3.0% | -32.0% | +29.0% | +1.0% |
| 6M | +48.7% | +19.5% | +29.2% | +33.9% |
| YTD | -12.1% | +82.0% | -94.2% | -29.4% |
| 1Y | +14.5% | +172.6% | -158.1% | -20.2% |
| All | -2.3% | +816.8% | -819.1% | -53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling