-25.8%
TE vs MDB
-8.5%
-17.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.4% | -3.0% |
| 7D | +3.8% | -16.5% | +20.3% | +9.1% |
| 30D | -26.2% | -8.6% | -17.6% | -24.6% |
| 3M | -49.7% | -13.6% | -36.1% | -48.5% |
| 6M | -46.5% | +24.1% | -70.5% | -51.4% |
| YTD | -59.1% | -21.8% | -37.4% | -56.3% |
| 1Y | -25.8% | -7.7% | -18.1% | -26.5% |
| All | -25.8% | -8.5% | -17.3% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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