+373.1%
TSM vs MDB
-5.3%
+378.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.1% | +6.9% | +3.6% |
| 7D | +2.7% | -17.4% | +20.2% | +5.9% |
| 30D | +3.6% | -2.0% | +5.6% | +3.3% |
| 3M | -3.4% | -3.0% | -0.4% | -3.9% |
| 6M | +20.6% | +48.7% | -28.1% | +9.3% |
| YTD | +41.9% | -12.1% | +54.0% | +41.2% |
| 1Y | +84.4% | +14.5% | +69.9% | +72.9% |
| All | +373.1% | -5.3% | +378.4% | +333.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling