+29.5%
MCO vs TMF
-88.0%
+117.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.2% |
| 7D | -3.1% | -0.9% | -2.3% | -3.0% |
| 30D | -0.5% | -1.0% | +0.4% | -0.4% |
| 3M | +5.7% | -11.3% | +17.0% | +7.2% |
| 6M | +3.0% | -22.7% | +25.7% | +6.2% |
| YTD | -6.5% | -17.3% | +10.9% | -4.5% |
| 1Y | -5.8% | -22.5% | +16.7% | -3.0% |
| 3Y | +43.1% | -43.2% | +86.3% | +49.3% |
| 5Y | +29.5% | -88.3% | +117.8% | +37.8% |
| All | +29.5% | -88.0% | +117.4% | +37.8% |
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 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