-50.0%
TE vs MDB
+140.0%
-190.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.6% | -3.2% |
| 7D | +15.0% | -4.5% | +19.5% | +16.4% |
| 30D | -7.5% | -14.0% | +6.5% | -4.1% |
| 3M | -42.0% | +5.3% | -47.3% | -43.5% |
| 6M | -31.4% | +31.9% | -63.3% | -38.4% |
| YTD | -26.5% | -14.6% | -11.9% | -26.3% |
| 1Y | +153.1% | +8.2% | +144.9% | +136.8% |
| 3Y | -20.7% | -5.0% | -15.7% | -28.9% |
| 5Y | -45.4% | -24.5% | -20.9% | -53.6% |
| All | -50.0% | +140.0% | -190.0% | -58.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling