+875.5%
MDB vs TMF
-82.6%
+958.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -15.0% |
| 3M | -15.5% | -2.1% | -13.4% | -15.4% |
| 6M | +17.9% | -13.4% | +31.4% | +18.8% |
| YTD | -25.5% | -16.7% | -8.7% | -24.7% |
| 1Y | -12.1% | -23.3% | +11.3% | -10.7% |
| 3Y | -5.9% | -24.8% | +18.9% | -5.6% |
| 5Y | -43.7% | -88.0% | +44.4% | -42.9% |
| All | +875.5% | -82.6% | +958.1% | +1,068.4% |
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