+954.3%
MDB vs TXT
+66.1%
+888.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.9% | +2.2% |
| 7D | +3.0% | -0.8% | +3.8% | +3.3% |
| 30D | -11.3% | +13.4% | -24.7% | -15.5% |
| 3M | -23.0% | -2.5% | -20.5% | -22.8% |
| 6M | +14.8% | -6.2% | +20.9% | +15.9% |
| YTD | -19.4% | -1.3% | -18.1% | -20.9% |
| 1Y | -9.0% | +4.3% | -13.3% | -12.5% |
| 3Y | -10.3% | +13.2% | -23.5% | -17.5% |
| 5Y | -38.4% | +12.4% | -50.8% | -43.4% |
| All | +954.3% | +66.1% | +888.2% | +872.7% |
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