+1,202.1%
TSM vs MDB
+978.8%
+223.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.5% | +5.8% | +3.0% |
| 7D | +6.0% | -18.0% | +24.1% | +9.6% |
| 30D | +4.5% | -10.7% | +15.2% | +6.1% |
| 3M | +3.1% | +1.0% | +2.1% | +1.7% |
| 6M | +30.2% | +31.6% | -1.4% | +20.9% |
| YTD | +45.2% | -15.2% | +60.4% | +44.8% |
| 1Y | +79.6% | +10.1% | +69.4% | +69.5% |
| 3Y | +411.0% | -5.6% | +416.6% | +366.4% |
| 5Y | +290.7% | -24.5% | +315.2% | +237.8% |
| All | +1,202.1% | +978.8% | +223.3% | +593.6% |
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