-5.6%
MDB vs TXG
+31.6%
-37.3%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.7% | -8.2% | -4.5% |
| 7D | -18.0% | +9.4% | -27.4% | -19.7% |
| 30D | -10.7% | +26.1% | -36.8% | -15.5% |
| 3M | +1.0% | +124.8% | -123.8% | -16.9% |
| 6M | +31.6% | +215.2% | -183.6% | -0.6% |
| YTD | -15.2% | +302.2% | -317.4% | -39.6% |
| 1Y | +10.1% | +370.9% | -360.8% | -25.9% |
| 3Y | -5.6% | +38.5% | -44.2% | -18.4% |
| All | -5.6% | +31.6% | -37.3% | -18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling