-65.3%
TEAM vs MDB
-44.1%
-21.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +2.7% | -18.9% | -17.5% |
| 7D | -19.8% | -11.4% | -8.5% | -15.1% |
| 30D | -21.5% | -13.8% | -7.7% | -16.0% |
| 3M | +39.5% | -15.5% | +54.9% | +48.5% |
| 6M | +73.1% | +17.9% | +55.1% | +52.8% |
| YTD | -5.2% | -25.5% | +20.2% | +3.5% |
| 1Y | -1.6% | -12.1% | +10.5% | -2.9% |
| 3Y | -11.4% | -5.9% | -5.6% | -29.8% |
| All | -65.3% | -44.1% | -21.2% | -65.9% |
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 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