+51.8%
TEL vs MDB
-24.3%
+76.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.8% | -0.2% |
| 7D | +1.2% | -4.5% | +5.8% | +1.9% |
| 30D | -4.1% | -14.0% | +9.9% | -2.4% |
| 3M | -2.6% | +5.3% | -7.9% | -4.0% |
| 6M | 0.0% | +31.9% | -31.9% | -5.8% |
| YTD | -9.1% | -14.6% | +5.6% | -9.2% |
| 1Y | -0.8% | +8.2% | -9.1% | -5.0% |
| 3Y | +67.4% | -5.0% | +72.4% | +54.4% |
| 5Y | +51.8% | -24.5% | +76.3% | +33.7% |
| All | +51.8% | -24.3% | +76.0% | +33.7% |
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