-80.5%
TE vs MDB
+123.8%
-204.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -2.6% |
| 7D | -19.1% | +6.8% | -25.9% | -20.7% |
| 30D | -34.1% | -6.2% | -27.9% | -33.0% |
| 3M | -60.1% | -29.2% | -30.9% | -56.6% |
| 6M | -66.0% | +10.3% | -76.3% | -67.9% |
| YTD | -71.4% | -20.4% | -51.0% | -71.0% |
| 1Y | -45.3% | -4.8% | -40.4% | -47.4% |
| 3Y | +9.1% | -11.6% | +20.7% | -0.4% |
| 5Y | -82.6% | -41.0% | -41.5% | -84.9% |
| All | -80.5% | +123.8% | -204.4% | -83.5% |
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 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