-2.3%
MDB vs TMF
-41.6%
+39.3%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.4% | -4.1% |
| 7D | -17.4% | -1.4% | -16.0% | -17.4% |
| 30D | -2.0% | -2.8% | +0.8% | -1.9% |
| 3M | -3.0% | -10.9% | +7.9% | -2.4% |
| 6M | +48.7% | -21.3% | +70.0% | +50.7% |
| YTD | -12.1% | -15.9% | +3.7% | -11.3% |
| 1Y | +14.5% | -15.7% | +30.2% | +15.4% |
| All | -2.3% | -41.6% | +39.3% | +1.6% |
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