-10.5%
MDB vs TW
+41.7%
-52.3%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.6% |
| 7D | +3.0% | +2.8% | +0.1% | +2.1% |
| 30D | -11.3% | +18.1% | -29.4% | -15.8% |
| 3M | -23.0% | +25.2% | -48.2% | -28.2% |
| 6M | +14.8% | +19.1% | -4.4% | +8.4% |
| YTD | -19.4% | +21.9% | -41.3% | -24.7% |
| 1Y | -9.0% | +18.9% | -27.9% | -14.3% |
| All | -10.5% | +41.7% | -52.3% | -22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling