-10.1%
MDB vs TXG
+67.8%
-77.9%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.8% | +5.2% | +1.5% |
| 7D | +11.6% | +1.8% | +9.8% | +11.0% |
| 30D | -8.9% | -17.7% | +8.8% | -5.1% |
| 3M | -22.4% | +2.3% | -24.7% | -24.0% |
| 6M | +10.1% | +182.5% | -172.4% | -14.8% |
| YTD | -19.0% | +262.4% | -281.4% | -41.6% |
| 1Y | -7.0% | +254.1% | -261.1% | -33.0% |
| All | -10.1% | +67.8% | -77.9% | -27.9% |
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 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