-19.0%
MDT vs TFC
+15.7%
-34.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.4% |
| 7D | +0.4% | +2.2% | -1.9% | -0.2% |
| 30D | +6.0% | -2.5% | +8.5% | +6.6% |
| 3M | +15.5% | +4.5% | +11.0% | +14.2% |
| 6M | +3.4% | +11.0% | -7.6% | +0.6% |
| YTD | -2.2% | +5.9% | -8.1% | -3.9% |
| 1Y | +2.6% | +14.6% | -12.0% | -1.3% |
| 3Y | +27.5% | +96.7% | -69.2% | +6.6% |
| All | -19.0% | +15.7% | -34.7% | -22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling