-48.5%
TE vs MDB
+138.4%
-186.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -3.5% | +13.5% | +11.0% |
| 7D | +18.2% | -18.0% | +36.2% | +24.5% |
| 30D | -13.5% | -10.7% | -2.8% | -11.4% |
| 3M | -44.6% | +1.0% | -45.6% | -45.3% |
| 6M | -24.7% | +31.6% | -56.3% | -32.3% |
| YTD | -24.3% | -15.2% | -9.1% | -23.9% |
| 1Y | +155.6% | +10.1% | +145.4% | +137.9% |
| 3Y | -18.3% | -5.6% | -12.6% | -26.6% |
| 5Y | -41.3% | -24.5% | -16.8% | -50.0% |
| All | -48.5% | +138.4% | -186.9% | -56.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling