+8,801.5%
MDT vs TFC
+2,536.2%
+6,265.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.6% | +1.5% |
| 7D | +1.0% | +2.3% | -1.2% | +0.5% |
| 30D | +9.2% | +10.8% | -1.7% | +6.4% |
| 3M | +14.5% | -3.8% | +18.2% | +15.6% |
| 6M | +37.3% | +9.6% | +27.7% | +33.9% |
| YTD | +9.8% | +5.8% | +4.0% | +7.9% |
| 1Y | +10.5% | +16.2% | -5.6% | +6.0% |
| 3Y | +57.4% | +96.0% | -38.5% | +30.1% |
| 5Y | +1.2% | +1.7% | -0.5% | -3.8% |
| 10Y | +63.2% | +79.9% | -16.6% | +28.9% |
| All | +8,801.5% | +2,536.2% | +6,265.3% | +4,652.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling