+8.2%
MDB vs TW
-13.2%
+21.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.7% | +0.7% |
| 7D | -4.5% | -0.5% | -4.0% | -4.4% |
| 30D | -14.0% | -0.6% | -13.4% | -13.7% |
| 3M | +5.3% | +3.4% | +1.9% | +4.6% |
| 6M | +31.9% | -18.4% | +50.3% | +38.6% |
| YTD | -14.6% | -3.9% | -10.7% | -13.0% |
| 1Y | +8.2% | -13.3% | +21.6% | +5.9% |
| All | +8.2% | -13.2% | +21.5% | +5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling