+14.2%
MDB vs TMF
-10.5%
+24.7%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.6% | -7.8% | -7.2% |
| 7D | -20.9% | +2.7% | -23.6% | -20.9% |
| 30D | -15.6% | +19.3% | -34.9% | -17.3% |
| 3M | -19.1% | -3.7% | -15.4% | -20.2% |
| 6M | +14.2% | -11.3% | +25.5% | +10.0% |
| All | +14.2% | -10.5% | +24.7% | +10.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling