-15.4%
MDLN vs TMF
-16.6%
+1.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.1% | -5.1% | -5.2% |
| 7D | -1.2% | +1.0% | -2.2% | -1.4% |
| 30D | -1.5% | -1.8% | +0.3% | -1.2% |
| 3M | +2.6% | -8.2% | +10.9% | +3.6% |
| 6M | -20.9% | -19.5% | -1.4% | -20.7% |
| YTD | -17.4% | -16.0% | -1.4% | -14.4% |
| All | -15.4% | -16.6% | +1.2% | -13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling