+10.1%
MDB vs TXT
-2.3%
+12.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.0% | -3.5% |
| 7D | -18.0% | -0.2% | -17.8% | -18.0% |
| 30D | -10.7% | -11.1% | +0.3% | -10.9% |
| 3M | +1.0% | -13.0% | +14.0% | +0.5% |
| 6M | +31.6% | -16.2% | +47.8% | +31.7% |
| YTD | -15.2% | -8.7% | -6.5% | -15.9% |
| 1Y | +10.1% | -3.8% | +13.9% | +8.0% |
| All | +10.1% | -2.3% | +12.4% | +8.0% |
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