+178.8%
MDB vs TXG
+24.6%
+154.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | -0.3% |
| 7D | -4.5% | +9.1% | -13.7% | -7.8% |
| 30D | -14.0% | +14.9% | -28.9% | -19.1% |
| 3M | +5.3% | +120.0% | -114.7% | -25.3% |
| 6M | +31.9% | +221.8% | -189.9% | -21.9% |
| YTD | -14.6% | +312.6% | -327.2% | -54.8% |
| 1Y | +8.2% | +398.4% | -390.2% | -49.2% |
| 3Y | -5.0% | +42.1% | -47.1% | -32.5% |
| 5Y | -24.5% | -63.5% | +38.9% | -11.8% |
| All | +178.8% | +24.6% | +154.2% | +131.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling