+33.0%
TSM vs MDB
-9.9%
+42.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.6% | -1.1% | +2.9% |
| 7D | -2.5% | -0.9% | -1.6% | -2.3% |
| 30D | -14.3% | -15.2% | +0.9% | -12.8% |
| 3M | -7.2% | -17.9% | +10.7% | -5.9% |
| 6M | -5.1% | +9.3% | -14.4% | -7.0% |
| YTD | +28.9% | -22.0% | +50.9% | +31.2% |
| All | +33.0% | -9.9% | +42.9% | +33.0% |
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