+61.8%
MDT vs TMF
-29.8%
+91.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +3.5% | +0.6% | +2.9% | +3.5% |
| 30D | +16.2% | +16.3% | -0.1% | +14.5% |
| 3M | +18.9% | -2.7% | +21.6% | +19.0% |
| 6M | +37.3% | -13.2% | +50.5% | +38.8% |
| YTD | +9.7% | -16.7% | +26.4% | +11.2% |
| 1Y | +15.2% | -22.7% | +37.9% | +17.5% |
| 3Y | +61.8% | -26.1% | +87.9% | +70.2% |
| All | +61.8% | -29.8% | +91.6% | +70.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling