-68.7%
TMF vs MDY
+779.3%
-848.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.2% | +0.4% |
| 7D | -1.4% | +0.1% | -1.6% | -1.4% |
| 30D | -2.8% | -1.5% | -1.3% | -3.7% |
| 3M | -10.9% | +0.8% | -11.7% | -10.7% |
| 6M | -21.3% | +7.4% | -28.7% | -18.3% |
| YTD | -15.9% | +15.2% | -31.1% | -8.6% |
| 1Y | -15.7% | +16.5% | -32.3% | -7.7% |
| 3Y | -43.4% | +46.8% | -90.1% | -28.8% |
| 5Y | -87.8% | +46.0% | -133.8% | -84.8% |
| 10Y | -86.7% | +172.1% | -258.8% | -65.0% |
| All | -68.7% | +779.3% | -848.0% | +296.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling