-64.7%
TE vs MDB
+14.6%
-79.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.8% | +1.0% | +2.4% |
| 7D | -22.0% | +3.0% | -24.9% | -22.4% |
| 30D | -33.6% | -11.3% | -22.3% | -32.0% |
| 3M | -61.1% | -23.0% | -38.1% | -59.2% |
| 6M | -64.7% | +14.8% | -79.5% | -64.3% |
| All | -64.7% | +14.6% | -79.4% | -64.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling