-10.4%
MDB vs TTMI
+433.5%
-443.9%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +13.3% | -8.6% | +2.4% |
| 7D | -0.9% | -1.6% | +0.7% | -0.9% |
| 30D | -15.2% | -37.7% | +22.6% | -9.9% |
| 3M | -17.9% | -45.1% | +27.2% | -11.8% |
| 6M | +9.3% | -52.1% | +61.4% | +17.0% |
| YTD | -22.0% | +9.2% | -31.2% | -33.5% |
| 1Y | -9.3% | +12.9% | -22.2% | -24.4% |
| 3Y | -10.4% | +445.5% | -455.9% | -59.3% |
| All | -10.4% | +433.5% | -443.9% | -59.3% |
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