+36.0%
TSM vs MDB
-8.5%
+44.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.2% | -2.0% |
| 7D | -10.0% | -16.5% | +6.6% | -8.2% |
| 30D | -18.5% | -8.6% | -9.9% | -17.7% |
| 3M | -4.9% | -13.6% | +8.7% | -4.1% |
| 6M | -1.0% | +24.1% | -25.0% | -4.8% |
| YTD | +31.3% | -21.8% | +53.0% | +33.6% |
| 1Y | +36.0% | -7.7% | +43.7% | +34.9% |
| All | +36.0% | -8.5% | +44.5% | +34.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling