+177.3%
MCD vs TMF
-86.8%
+264.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.5% |
| 7D | -2.8% | -1.4% | -1.4% | -2.9% |
| 30D | -6.0% | -2.8% | -3.2% | -6.1% |
| 3M | -5.6% | -10.9% | +5.3% | -5.8% |
| 6M | -21.9% | -21.3% | -0.5% | -22.2% |
| YTD | -14.7% | -15.9% | +1.2% | -15.0% |
| 1Y | -17.3% | -15.7% | -1.5% | -17.5% |
| 3Y | -2.2% | -43.4% | +41.2% | -3.4% |
| 5Y | +20.3% | -87.8% | +108.0% | +8.1% |
| All | +177.3% | -86.8% | +264.1% | +156.8% |
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