+849.8%
MDB vs TMF
-82.6%
+932.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.6% | -7.8% | -7.3% |
| 7D | -20.9% | +2.7% | -23.6% | -21.0% |
| 30D | -15.6% | +19.3% | -34.9% | -16.6% |
| 3M | -19.1% | -3.7% | -15.4% | -18.9% |
| 6M | +14.2% | -11.3% | +25.5% | +14.9% |
| YTD | -27.4% | -16.6% | -10.8% | -26.7% |
| 1Y | -13.0% | -21.1% | +8.1% | -11.9% |
| 3Y | -11.2% | -26.8% | +15.6% | -10.8% |
| 5Y | -45.2% | -88.0% | +42.9% | -44.4% |
| All | +849.8% | -82.6% | +932.3% | +1,037.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling