+37.0%
MDT vs TFC
+98.7%
-61.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.8% |
| 7D | -3.4% | -2.4% | -1.0% | -2.6% |
| 30D | +0.2% | -3.4% | +3.6% | +1.3% |
| 3M | +14.3% | +0.4% | +13.8% | +13.9% |
| 6M | +4.0% | +12.7% | -8.7% | -0.3% |
| YTD | -3.7% | +5.6% | -9.3% | -5.9% |
| 1Y | -0.4% | +16.0% | -16.4% | -5.8% |
| 3Y | +23.3% | +94.0% | -70.7% | -4.4% |
| 5Y | -18.9% | +16.2% | -35.0% | -26.9% |
| All | +37.0% | +98.7% | -61.7% | -4.6% |
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