-21.0%
MDLN vs TMF
-20.8%
-0.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.4% | -1.4% | -4.2% |
| 7D | -11.5% | -4.8% | -6.7% | -10.6% |
| 30D | -7.6% | -4.9% | -2.7% | -6.6% |
| 3M | -11.4% | -13.4% | +2.1% | -9.5% |
| 6M | -24.5% | -23.0% | -1.4% | -23.5% |
| YTD | -22.9% | -20.2% | -2.7% | -19.3% |
| All | -21.0% | -20.8% | -0.2% | -18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling