+96.0%
TFC vs MDB
-11.2%
+107.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.9% | +1.3% |
| 7D | +2.3% | +6.8% | -4.6% | +1.7% |
| 30D | +10.8% | -6.2% | +17.0% | +11.1% |
| 3M | -3.8% | -29.2% | +25.5% | -1.7% |
| 6M | +9.6% | +10.3% | -0.7% | +6.7% |
| YTD | +5.8% | -20.4% | +26.2% | +5.9% |
| 1Y | +16.2% | -4.8% | +21.0% | +13.5% |
| 3Y | +96.0% | -11.6% | +107.6% | +78.5% |
| All | +96.0% | -11.2% | +107.2% | +78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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