+2,711.0%
MCK vs TMF
-69.4%
+2,780.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +1.9% | +0.1% |
| 7D | -3.6% | -0.9% | -2.7% | -3.7% |
| 30D | +1.4% | -1.0% | +2.4% | +1.4% |
| 3M | +13.8% | -11.3% | +25.1% | +12.3% |
| 6M | -5.2% | -22.7% | +17.6% | -7.9% |
| YTD | +9.0% | -17.3% | +26.4% | +6.8% |
| 1Y | +26.9% | -22.5% | +49.4% | +23.3% |
| 3Y | +114.7% | -43.2% | +158.0% | +104.5% |
| 5Y | +347.1% | -88.3% | +435.4% | +243.7% |
| 10Y | +446.4% | -86.0% | +532.4% | +364.9% |
| All | +2,711.0% | -69.4% | +2,780.4% | +2,803.5% |
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