+606.4%
MTB vs TMF
-68.9%
+675.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | 0.0% |
| 7D | +1.7% | -1.4% | +3.2% | +1.4% |
| 30D | -4.2% | -2.8% | -1.4% | -4.7% |
| 3M | +8.9% | -10.9% | +19.8% | +6.2% |
| 6M | +10.9% | -21.3% | +32.2% | +5.2% |
| YTD | +21.5% | -15.9% | +37.4% | +17.3% |
| 1Y | +21.9% | -15.7% | +37.7% | +18.0% |
| 3Y | +109.2% | -43.4% | +152.6% | +89.9% |
| 5Y | +102.0% | -87.8% | +189.7% | +26.3% |
| 10Y | +171.9% | -86.7% | +258.7% | +104.9% |
| All | +606.4% | -68.9% | +675.2% | +620.5% |
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