-41.3%
TE vs MDB
-26.9%
-14.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -3.5% | +13.5% | +11.2% |
| 7D | +18.2% | -18.0% | +36.2% | +25.9% |
| 30D | -13.5% | -10.7% | -2.8% | -11.0% |
| 3M | -44.6% | +1.0% | -45.6% | -45.6% |
| 6M | -24.7% | +31.6% | -56.3% | -34.2% |
| YTD | -24.3% | -15.2% | -9.1% | -24.0% |
| 1Y | +155.6% | +10.1% | +145.4% | +132.3% |
| 3Y | -18.3% | -5.6% | -12.6% | -29.4% |
| 5Y | -41.3% | -24.5% | -16.8% | -47.7% |
| All | -41.3% | -26.9% | -14.4% | -47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling