+1,129.3%
TSM vs MDB
+924.6%
+204.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.8% | +2.4% | +3.9% |
| 7D | +4.4% | +3.0% | +1.5% | +4.0% |
| 30D | -7.0% | -11.3% | +4.3% | -4.9% |
| 3M | -1.8% | -23.0% | +21.2% | +1.8% |
| 6M | +2.7% | +14.8% | -12.1% | -2.4% |
| YTD | +37.1% | -19.4% | +56.5% | +37.1% |
| 1Y | +43.5% | -9.0% | +52.4% | +39.6% |
| 3Y | +341.5% | -10.3% | +351.8% | +305.4% |
| 5Y | +278.9% | -38.4% | +317.2% | +238.5% |
| All | +1,129.3% | +924.6% | +204.7% | +556.9% |
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 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