+40.6%
MDT vs TMF
-86.2%
+126.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.1% | -0.6% |
| 7D | -0.3% | -0.9% | +0.6% | -0.3% |
| 30D | +2.8% | -1.0% | +3.8% | +2.7% |
| 3M | +13.1% | -11.3% | +24.4% | +12.6% |
| 6M | +2.3% | -22.7% | +25.1% | +1.3% |
| YTD | -2.7% | -17.3% | +14.7% | -3.3% |
| 1Y | +0.9% | -22.5% | +23.3% | -0.1% |
| 3Y | +26.8% | -43.2% | +70.1% | +24.4% |
| 5Y | -19.5% | -88.3% | +68.9% | -32.2% |
| 10Y | +40.6% | -86.0% | +126.6% | +24.4% |
| All | +40.6% | -86.2% | +126.8% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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