+9.1%
MDB vs TXG
+453.6%
-444.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.3% | -6.4% | -3.7% |
| 7D | -1.8% | +9.5% | -11.3% | -3.4% |
| 30D | -17.3% | +18.8% | -36.0% | -19.9% |
| 3M | +2.2% | +136.1% | -133.9% | -13.2% |
| 6M | +33.9% | +235.2% | -201.4% | +6.1% |
| YTD | -13.7% | +320.5% | -334.2% | -34.0% |
| 1Y | +9.1% | +425.2% | -416.1% | -20.9% |
| All | +9.1% | +453.6% | -444.5% | -20.9% |
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