-40.1%
MDB vs TXG
-64.9%
+24.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.8% | +5.2% | +2.3% |
| 7D | +11.6% | +1.8% | +9.8% | +10.6% |
| 30D | -8.9% | -17.7% | +8.8% | -2.5% |
| 3M | -22.4% | +2.3% | -24.7% | -26.1% |
| 6M | +10.1% | +182.5% | -172.4% | -32.8% |
| YTD | -19.0% | +262.4% | -281.4% | -57.0% |
| 1Y | -7.0% | +254.1% | -261.1% | -50.8% |
| 3Y | -9.8% | +66.6% | -76.4% | -42.5% |
| 5Y | -40.1% | -64.5% | +24.5% | +7.8% |
| All | -40.1% | -64.9% | +24.8% | +7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling