+148.6%
TE vs MDB
+18.3%
+130.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.1% | +5.4% | +2.5% |
| 7D | -4.0% | -17.4% | +13.5% | +1.2% |
| 30D | -15.9% | -2.0% | -13.9% | -16.1% |
| 3M | -60.5% | -3.0% | -57.5% | -60.5% |
| 6M | -35.2% | +48.7% | -83.9% | -44.4% |
| YTD | -31.1% | -12.1% | -19.0% | -28.0% |
| 1Y | +148.6% | +14.5% | +134.2% | +129.3% |
| All | +148.6% | +18.3% | +130.3% | +129.3% |
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