+0.9%
MDT vs TMF
-23.1%
+23.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.1% | -0.4% |
| 7D | -0.3% | -0.9% | +0.6% | -0.2% |
| 30D | +2.8% | -1.0% | +3.8% | +2.8% |
| 3M | +13.1% | -11.3% | +24.4% | +14.6% |
| 6M | +2.3% | -22.7% | +25.1% | +5.3% |
| YTD | -2.7% | -17.3% | +14.7% | -0.4% |
| 1Y | +0.9% | -22.5% | +23.3% | +5.6% |
| All | +0.9% | -23.1% | +23.9% | +5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling