+2,645.7%
MAR vs TMF
-69.2%
+2,714.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +0.2% | +0.6% | -0.4% | +0.3% |
| 30D | +14.0% | +16.3% | -2.3% | +16.6% |
| 3M | +18.1% | -2.7% | +20.8% | +17.8% |
| 6M | +18.6% | -13.2% | +31.8% | +16.3% |
| YTD | +35.3% | -16.7% | +51.9% | +31.8% |
| 1Y | +44.5% | -22.7% | +67.2% | +39.2% |
| 3Y | +120.7% | -26.1% | +146.8% | +115.9% |
| 5Y | +164.1% | -88.4% | +252.5% | +86.6% |
| 10Y | +515.5% | -81.8% | +597.3% | +435.0% |
| All | +2,645.7% | -69.2% | +2,714.9% | +3,428.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling