+339.0%
MCK vs TMF
-88.5%
+427.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | +0.1% |
| 7D | -2.9% | -5.1% | +2.2% | -2.9% |
| 30D | +0.4% | -4.6% | +5.0% | +0.4% |
| 3M | +12.1% | -16.6% | +28.7% | +12.0% |
| 6M | -5.4% | -19.9% | +14.4% | -5.5% |
| YTD | +7.8% | -20.2% | +27.9% | +7.7% |
| 1Y | +22.9% | -27.7% | +50.7% | +22.7% |
| 3Y | +110.7% | -43.9% | +154.7% | +109.6% |
| All | +339.0% | -88.5% | +427.5% | +304.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling