-86.0%
TMF vs MDY
+170.4%
-256.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.9% |
| 7D | -0.9% | -0.8% | -0.1% | -1.1% |
| 30D | -1.0% | -3.9% | +2.9% | -2.0% |
| 3M | -11.3% | 0.0% | -11.2% | -11.3% |
| 6M | -22.7% | +8.5% | -31.3% | -21.1% |
| YTD | -17.3% | +13.2% | -30.6% | -14.5% |
| 1Y | -22.5% | +15.0% | -37.5% | -19.3% |
| 3Y | -43.2% | +49.6% | -92.8% | -35.4% |
| 5Y | -88.3% | +46.0% | -134.3% | -86.9% |
| 10Y | -86.0% | +176.4% | -262.4% | -73.1% |
| All | -86.0% | +170.4% | -256.5% | -73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling