+1,172.1%
TSM vs MDB
+1,017.4%
+154.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.1% | +6.9% | +3.6% |
| 7D | +2.7% | -17.4% | +20.2% | +6.1% |
| 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% | +9.4% |
| YTD | +41.9% | -12.1% | +54.0% | +40.6% |
| 1Y | +84.4% | +14.5% | +69.9% | +72.9% |
| 3Y | +380.2% | -6.1% | +386.4% | +339.0% |
| 5Y | +275.3% | -27.3% | +302.7% | +226.7% |
| All | +1,172.1% | +1,017.4% | +154.8% | +573.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling