-81.4%
TMF vs MDY
+173.8%
-255.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | +0.3% |
| 7D | -3.4% | +0.2% | -3.6% | -3.3% |
| 30D | +11.5% | +2.1% | +9.4% | +12.1% |
| 3M | -4.5% | -3.6% | -0.9% | -5.4% |
| 6M | -15.0% | +1.7% | -16.7% | -14.7% |
| YTD | -19.9% | +13.8% | -33.7% | -17.0% |
| 1Y | -26.6% | +15.5% | -42.1% | -23.6% |
| 3Y | -29.8% | +58.3% | -88.2% | -18.0% |
| 5Y | -88.2% | +37.4% | -125.6% | -87.4% |
| 10Y | -81.4% | +171.0% | -252.3% | -65.9% |
| All | -81.4% | +173.8% | -255.2% | -65.9% |
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