-17.0%
MDLN vs TMF
-18.0%
+1.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.2% | -1.6% |
| 7D | -6.2% | -0.9% | -5.3% | -6.0% |
| 30D | +0.7% | -1.0% | +1.7% | +1.0% |
| 3M | -5.4% | -11.3% | +5.8% | -4.1% |
| 6M | -21.6% | -22.7% | +1.2% | -21.9% |
| YTD | -18.9% | -17.3% | -1.6% | -15.8% |
| All | -17.0% | -18.0% | +1.0% | -14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling