+6.9%
TMO vs MDB
-22.0%
+28.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.3% | -4.7% | -0.9% |
| 7D | -2.5% | -2.8% | +0.3% | -2.2% |
| 30D | -0.3% | -14.9% | +14.6% | +1.1% |
| 3M | +25.3% | +7.3% | +17.9% | +23.4% |
| 6M | +20.9% | +38.2% | -17.3% | +14.9% |
| YTD | +4.3% | -10.9% | +15.2% | +3.6% |
| 1Y | +27.0% | +11.6% | +15.4% | +22.3% |
| 3Y | +17.5% | -0.9% | +18.4% | +9.5% |
| 5Y | +6.9% | -23.5% | +30.5% | -5.5% |
| All | +6.9% | -22.0% | +28.9% | -5.5% |
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 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