+224.6%
TMO vs MDB
+997.6%
-773.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.1% | +4.2% | +1.5% |
| 7D | -0.6% | -1.8% | +1.1% | -0.4% |
| 30D | +1.1% | -17.3% | +18.4% | +3.2% |
| 3M | +28.3% | +2.2% | +26.1% | +26.9% |
| 6M | +23.3% | +33.9% | -10.6% | +16.7% |
| YTD | +5.5% | -13.7% | +19.1% | +4.9% |
| 1Y | +24.5% | +9.1% | +15.5% | +19.4% |
| 3Y | +19.6% | -8.1% | +27.7% | +11.3% |
| 5Y | +8.1% | -25.9% | +34.0% | -4.5% |
| All | +224.6% | +997.6% | -773.0% | +84.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling