+1,049.8%
MDB vs TXT
+52.8%
+997.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -4.0% |
| 7D | -17.4% | -4.8% | -12.7% | -16.0% |
| 30D | -2.0% | -10.6% | +8.6% | +2.0% |
| 3M | -3.0% | -13.2% | +10.2% | +1.6% |
| 6M | +48.7% | -20.3% | +69.0% | +59.4% |
| YTD | -12.1% | -9.3% | -2.9% | -10.6% |
| 1Y | +14.5% | -2.7% | +17.2% | +13.3% |
| 3Y | -6.1% | +1.4% | -7.5% | -9.7% |
| 5Y | -27.3% | +9.6% | -36.9% | -31.6% |
| All | +1,049.8% | +52.8% | +997.0% | +999.4% |
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