-24.5%
MDB vs TXG
-65.4%
+40.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.7% | -8.2% | -5.3% |
| 7D | -18.0% | +9.4% | -27.4% | -21.0% |
| 30D | -10.7% | +26.1% | -36.8% | -19.2% |
| 3M | +1.0% | +124.8% | -123.8% | -29.1% |
| 6M | +31.6% | +215.2% | -183.6% | -21.5% |
| YTD | -15.2% | +302.2% | -317.4% | -54.8% |
| 1Y | +10.1% | +370.9% | -360.8% | -47.4% |
| 3Y | -5.6% | +38.5% | -44.2% | -29.5% |
| 5Y | -24.5% | -64.4% | +39.8% | -3.2% |
| All | -24.5% | -65.4% | +40.9% | -3.2% |
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