-40.2%
MDB vs TMF
-88.9%
+48.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.9% | +5.3% | +1.9% |
| 7D | -1.0% | -1.1% | 0.0% | -0.9% |
| 30D | -14.0% | +11.8% | -25.8% | -15.4% |
| 3M | -20.3% | -4.0% | -16.3% | -20.0% |
| 6M | +10.9% | -16.5% | +27.4% | +13.1% |
| YTD | -20.9% | -19.9% | -1.0% | -18.9% |
| 1Y | -11.2% | -25.6% | +14.4% | -8.2% |
| 3Y | -11.9% | -29.9% | +18.0% | -11.5% |
| 5Y | -40.2% | -88.2% | +48.1% | -36.9% |
| All | -40.2% | -88.9% | +48.7% | -36.9% |
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