+1,010.1%
MDB vs TXT
+53.7%
+956.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.0% | -3.7% |
| 7D | -18.0% | -0.2% | -17.8% | -17.9% |
| 30D | -10.7% | -11.1% | +0.3% | -7.0% |
| 3M | +1.0% | -13.0% | +14.0% | +5.7% |
| 6M | +31.6% | -16.2% | +47.8% | +38.6% |
| YTD | -15.2% | -8.7% | -6.5% | -13.9% |
| 1Y | +10.1% | -3.8% | +13.9% | +9.4% |
| 3Y | -5.6% | +5.5% | -11.2% | -10.5% |
| 5Y | -24.5% | +12.3% | -36.8% | -29.3% |
| All | +1,010.1% | +53.7% | +956.3% | +959.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling