-0.3%
MDT vs TFC
-0.5%
+0.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -3.2% | -1.2% | -2.0% | -2.9% |
| 30D | +10.5% | +7.8% | +2.8% | +8.5% |
| 3M | +13.0% | -3.0% | +15.9% | +13.8% |
| 6M | +38.7% | +5.8% | +32.9% | +36.6% |
| YTD | +8.5% | +5.3% | +3.2% | +6.7% |
| 1Y | +10.0% | +15.7% | -5.6% | +5.8% |
| 3Y | +58.6% | +94.8% | -36.2% | +33.3% |
| 5Y | -0.3% | 0.0% | -0.3% | +0.5% |
| All | -0.3% | -0.5% | +0.2% | +0.5% |
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