-12.4%
MDB vs TXT
+4.2%
-16.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.2% | +2.4% | +4.8% |
| 7D | -0.9% | -3.5% | +2.6% | -1.3% |
| 30D | -15.2% | +15.2% | -30.3% | -13.8% |
| 3M | -17.9% | -4.5% | -13.4% | -17.7% |
| 6M | +9.3% | -6.1% | +15.4% | +9.2% |
| YTD | -22.0% | -2.0% | -20.0% | -22.7% |
| All | -12.4% | +4.2% | -16.6% | -19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling