+190.9%
MDB vs TXG
+22.9%
+168.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.7% | +4.8% |
| 7D | -2.8% | +5.0% | -7.8% | -4.7% |
| 30D | -14.9% | +13.5% | -28.4% | -19.6% |
| 3M | +7.3% | +128.0% | -120.7% | -24.9% |
| 6M | +38.2% | +224.4% | -186.3% | -18.4% |
| YTD | -10.9% | +307.0% | -317.9% | -52.6% |
| 1Y | +11.6% | +427.2% | -415.6% | -48.8% |
| 3Y | -0.9% | +40.2% | -41.1% | -29.3% |
| 5Y | -23.5% | -64.0% | +40.5% | -10.1% |
| All | +190.9% | +22.9% | +168.0% | +143.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling