-7.7%
MDB vs TXG
+406.9%
-414.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.4% | -5.5% | -2.7% |
| 7D | -16.5% | -19.3% | +2.7% | -13.3% |
| 30D | -8.6% | -30.9% | +22.3% | -3.5% |
| 3M | -13.6% | +41.1% | -54.7% | -19.6% |
| 6M | +24.1% | +211.9% | -187.8% | -0.2% |
| YTD | -21.8% | +314.0% | -335.7% | -39.6% |
| 1Y | -7.7% | +405.4% | -413.1% | -29.4% |
| All | -7.7% | +406.9% | -414.6% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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