-45.2%
MDB vs TMF
-88.0%
+42.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.7% |
| 7D | -11.4% | +1.2% | -12.6% | -11.5% |
| 30D | -13.8% | +19.7% | -33.6% | -16.0% |
| 3M | -15.5% | -2.1% | -13.4% | -15.4% |
| 6M | +17.9% | -13.4% | +31.4% | +19.8% |
| YTD | -25.5% | -16.7% | -8.7% | -24.0% |
| 1Y | -12.1% | -23.3% | +11.3% | -9.4% |
| 3Y | -5.9% | -24.8% | +18.9% | -6.4% |
| All | -45.2% | -88.0% | +42.7% | -41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling