+322.0%
TSM vs MDB
-9.9%
+331.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.7% | +3.6% | +5.9% |
| 7D | -7.6% | -11.4% | +3.8% | -5.5% |
| 30D | -20.5% | -13.8% | -6.7% | -18.4% |
| 3M | -10.0% | -15.5% | +5.5% | -8.5% |
| 6M | -10.1% | +17.9% | -28.0% | -15.1% |
| YTD | +24.5% | -25.5% | +50.0% | +26.8% |
| 1Y | +31.2% | -12.1% | +43.3% | +28.6% |
| 3Y | +322.0% | -5.9% | +327.9% | +277.4% |
| All | +322.0% | -9.9% | +331.9% | +277.4% |
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