+193.4%
MCD vs TMF
-82.1%
+275.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.6% |
| 7D | -1.6% | -9.3% | +7.6% | -1.8% |
| 30D | +14.1% | +1.9% | +12.2% | +14.2% |
| 3M | +0.6% | -11.2% | +11.8% | +0.4% |
| 6M | 0.0% | -17.7% | +17.7% | -0.3% |
| YTD | -9.3% | -24.5% | +15.2% | -9.7% |
| 1Y | -9.3% | -29.4% | +20.1% | -9.9% |
| 3Y | +8.6% | -33.4% | +42.0% | +8.4% |
| 5Y | +21.9% | -88.7% | +110.6% | +9.0% |
| All | +193.4% | -82.1% | +275.5% | +163.9% |
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