+54.3%
TFC vs MDB
+848.0%
-793.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.7% | -3.6% | -1.2% |
| 7D | +1.2% | -11.4% | +12.6% | +2.2% |
| 30D | +8.3% | -13.8% | +22.2% | +9.5% |
| 3M | -5.2% | -15.5% | +10.3% | -4.6% |
| 6M | -0.8% | +17.9% | -18.7% | -4.0% |
| YTD | +3.4% | -25.5% | +28.9% | +3.8% |
| 1Y | +17.0% | -12.1% | +29.1% | +15.2% |
| 3Y | +86.2% | -5.9% | +92.0% | +75.5% |
| 5Y | -2.3% | -43.7% | +41.4% | -9.1% |
| All | +54.3% | +848.0% | -793.7% | +5.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling