-40.5%
MDB vs TXT
+8.5%
-49.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.9% | -1.2% |
| 7D | +6.8% | +0.1% | +6.7% | +6.7% |
| 30D | -6.2% | +13.3% | -19.5% | -14.2% |
| 3M | -29.2% | -5.0% | -24.3% | -27.7% |
| 6M | +10.3% | -8.4% | +18.7% | +13.7% |
| YTD | -20.4% | -4.0% | -16.4% | -22.8% |
| 1Y | -4.8% | +2.8% | -7.6% | -12.8% |
| 3Y | -11.6% | +10.3% | -21.9% | -29.5% |
| All | -40.5% | +8.5% | -49.1% | -53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling