+713.8%
MOD vs TMF
-87.8%
+801.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.6% | -7.8% | -7.3% |
| 7D | -34.2% | +2.7% | -36.9% | -34.2% |
| 30D | -51.9% | +19.3% | -71.2% | -52.1% |
| 3M | -53.0% | -3.7% | -49.4% | -53.0% |
| 6M | -66.4% | -11.3% | -55.0% | -66.2% |
| YTD | -31.5% | -16.6% | -15.0% | -31.3% |
| 1Y | -39.6% | -21.1% | -18.4% | -39.3% |
| 3Y | +116.8% | -26.8% | +143.6% | +116.7% |
| 5Y | +713.8% | -88.0% | +801.8% | +548.9% |
| All | +713.8% | -87.8% | +801.7% | +548.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling