-50.3%
TEAM vs MDB
-28.4%
-22.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.1% | +1.5% | -0.5% |
| 7D | -0.4% | -17.4% | +17.0% | +9.2% |
| 30D | +67.3% | -2.0% | +69.3% | +68.9% |
| 3M | +86.8% | -3.0% | +89.8% | +88.3% |
| 6M | +146.8% | +48.7% | +98.1% | +99.4% |
| YTD | +16.9% | -12.1% | +29.1% | +20.0% |
| 1Y | +12.8% | +14.5% | -1.7% | -1.1% |
| 3Y | -7.3% | -6.1% | -1.1% | -23.5% |
| All | -50.3% | -28.4% | -22.0% | -58.1% |
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