+19.9%
MDT vs TFC
+20.8%
-0.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.0% | +3.2% | +5.1% |
| 7D | +10.7% | +5.1% | +5.7% | +8.9% |
| 30D | +19.3% | +9.8% | +9.5% | +15.7% |
| 3M | +22.8% | -2.4% | +25.2% | +23.1% |
| 6M | +36.4% | +4.9% | +31.4% | +33.4% |
| YTD | +12.1% | +6.6% | +5.5% | +6.5% |
| 1Y | +19.9% | +21.3% | -1.4% | +5.7% |
| All | +19.9% | +20.8% | -0.9% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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