+380.3%
MCO vs TMF
-86.4%
+466.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -3.8% | -5.1% | +1.3% | -3.8% |
| 30D | -0.4% | -4.6% | +4.2% | -0.4% |
| 3M | +7.7% | -16.6% | +24.3% | +7.7% |
| 6M | +7.0% | -19.9% | +26.9% | +7.0% |
| YTD | -6.4% | -20.2% | +13.7% | -6.4% |
| 1Y | -7.6% | -27.7% | +20.1% | -7.7% |
| 3Y | +43.2% | -43.9% | +87.2% | +42.3% |
| 5Y | +29.6% | -88.4% | +118.0% | +10.2% |
| All | +380.3% | -86.4% | +466.7% | +345.9% |
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