+537.5%
MAR vs TMF
-82.2%
+619.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.9% | +6.5% | +2.4% |
| 7D | +2.9% | -1.1% | +3.9% | +2.8% |
| 30D | +17.0% | +11.8% | +5.2% | +17.9% |
| 3M | +23.2% | -4.0% | +27.2% | +22.9% |
| 6M | +21.7% | -16.5% | +38.3% | +20.4% |
| YTD | +38.9% | -19.9% | +58.8% | +36.9% |
| 1Y | +48.7% | -25.6% | +74.2% | +45.8% |
| 3Y | +122.9% | -29.9% | +152.8% | +120.4% |
| 5Y | +177.5% | -88.2% | +265.7% | +119.3% |
| 10Y | +537.5% | -81.7% | +619.3% | +488.0% |
| All | +537.5% | -82.2% | +619.8% | +488.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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