+1,017.5%
MDB vs TMF
-82.7%
+1,100.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.3% | +0.8% |
| 7D | -4.5% | -0.9% | -3.7% | -4.5% |
| 30D | -14.0% | -1.0% | -13.0% | -13.9% |
| 3M | +5.3% | -11.3% | +16.6% | +6.1% |
| 6M | +31.9% | -22.7% | +54.6% | +34.0% |
| YTD | -14.6% | -17.3% | +2.7% | -13.6% |
| 1Y | +8.2% | -22.5% | +30.7% | +9.8% |
| 3Y | -5.0% | -43.2% | +38.2% | -3.0% |
| 5Y | -24.5% | -88.3% | +63.8% | -23.4% |
| All | +1,017.5% | -82.7% | +1,100.2% | +1,240.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded TMF 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling