+141.6%
MDB vs TW
+294.9%
-153.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.4% |
| 7D | +3.0% | +2.8% | +0.1% | +1.1% |
| 30D | -11.3% | +18.1% | -29.4% | -21.0% |
| 3M | -23.0% | +25.2% | -48.2% | -34.2% |
| 6M | +14.8% | +19.1% | -4.4% | 0.0% |
| YTD | -19.4% | +21.9% | -41.3% | -31.9% |
| 1Y | -9.0% | +18.9% | -27.9% | -22.0% |
| 3Y | -10.3% | +41.7% | -52.0% | -37.6% |
| 5Y | -38.4% | +40.4% | -78.8% | -57.3% |
| All | +141.6% | +294.9% | -153.3% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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