-10.4%
MDB vs TMF
-29.8%
+19.4%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.6% | +4.6% |
| 7D | -0.9% | +0.6% | -1.5% | -1.0% |
| 30D | -15.2% | +16.3% | -31.5% | -16.0% |
| 3M | -17.9% | -2.7% | -15.2% | -17.9% |
| 6M | +9.3% | -13.2% | +22.5% | +9.8% |
| YTD | -22.0% | -16.7% | -5.3% | -21.5% |
| 1Y | -9.3% | -22.7% | +13.4% | -8.5% |
| 3Y | -10.4% | -26.1% | +15.7% | -16.0% |
| All | -10.4% | -29.8% | +19.4% | -16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling