+875.5%
MDB vs TXT
+61.5%
+814.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.0% | +4.7% | +3.4% |
| 7D | -11.4% | -2.5% | -8.8% | -10.7% |
| 30D | -13.8% | +14.4% | -28.2% | -18.1% |
| 3M | -15.5% | -4.9% | -10.5% | -14.5% |
| 6M | +17.9% | -10.2% | +28.2% | +20.8% |
| YTD | -25.5% | -4.1% | -21.4% | -26.1% |
| 1Y | -12.1% | +4.0% | -16.0% | -15.5% |
| 3Y | -5.9% | +8.0% | -13.8% | -12.0% |
| 5Y | -43.7% | +8.4% | -52.1% | -47.7% |
| All | +875.5% | +61.5% | +814.0% | +808.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling