+45.3%
TEL vs MDB
-39.7%
+85.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.1% | +0.5% |
| 7D | -0.4% | +3.0% | -3.3% | -0.8% |
| 30D | +1.0% | -11.3% | +12.3% | +2.5% |
| 3M | +0.7% | -23.0% | +23.7% | +3.6% |
| 6M | +7.3% | +14.8% | -7.5% | +3.0% |
| YTD | -2.5% | -19.4% | +16.9% | -2.5% |
| 1Y | -10.3% | -9.0% | -1.3% | -12.2% |
| 3Y | +81.1% | -10.3% | +91.4% | +67.9% |
| 5Y | +45.3% | -38.4% | +83.6% | +29.7% |
| All | +45.3% | -39.7% | +85.0% | +29.7% |
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