+352.4%
MDT vs TMF
-68.9%
+421.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.8% | +1.2% |
| 7D | +3.2% | -1.4% | +4.7% | +3.1% |
| 30D | +9.5% | -2.8% | +12.3% | +9.3% |
| 3M | +16.0% | -10.9% | +26.9% | +14.8% |
| 6M | +0.2% | -21.3% | +21.5% | -1.9% |
| YTD | -0.3% | -15.9% | +15.6% | -1.7% |
| 1Y | +4.7% | -15.7% | +20.5% | +3.3% |
| 3Y | +26.5% | -43.4% | +69.9% | +21.6% |
| 5Y | -18.2% | -87.8% | +69.6% | -34.2% |
| 10Y | +40.0% | -86.7% | +126.8% | +20.4% |
| All | +352.4% | -68.9% | +421.2% | +367.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling