+10.6%
TE vs MDB
-12.1%
+22.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.6% | -7.6% | -4.5% |
| 7D | -10.5% | -0.9% | -9.6% | -10.0% |
| 30D | -32.4% | -15.2% | -17.3% | -28.8% |
| 3M | -60.9% | -17.9% | -42.9% | -59.0% |
| 6M | -62.8% | +9.3% | -72.1% | -65.2% |
| YTD | -65.7% | -22.0% | -43.7% | -64.8% |
| 1Y | -39.9% | -9.3% | -30.6% | -41.5% |
| 3Y | +10.6% | -10.4% | +21.0% | +5.9% |
| All | +10.6% | -12.1% | +22.7% | +5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling