+67.0%
MDT vs TFC
+77.1%
-10.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -3.7% | +0.1% | -3.8% | -3.7% |
| 30D | +8.6% | +8.6% | -0.1% | +5.7% |
| 3M | +12.2% | -4.3% | +16.5% | +13.8% |
| 6M | +33.7% | +5.4% | +28.3% | +31.1% |
| YTD | +7.8% | +4.5% | +3.3% | +5.7% |
| 1Y | +8.9% | +14.0% | -5.1% | +3.6% |
| 3Y | +57.6% | +93.4% | -35.7% | +22.5% |
| 5Y | -0.7% | +0.5% | -1.1% | -5.2% |
| All | +67.0% | +77.1% | -10.0% | +16.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling