+2,119.5%
MCO vs TMF
-68.9%
+2,188.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.1% |
| 7D | -4.2% | -1.4% | -2.7% | -4.3% |
| 30D | +2.2% | -2.8% | +5.0% | +1.9% |
| 3M | +10.1% | -10.9% | +21.0% | +8.7% |
| 6M | +5.3% | -21.3% | +26.6% | +2.5% |
| YTD | -2.7% | -15.9% | +13.1% | -4.5% |
| 1Y | -0.4% | -15.7% | +15.4% | -2.1% |
| 3Y | +49.0% | -43.4% | +92.4% | +40.8% |
| 5Y | +33.6% | -87.8% | +121.4% | -2.8% |
| 10Y | +395.3% | -86.7% | +482.1% | +303.6% |
| All | +2,119.5% | -68.9% | +2,188.3% | +2,866.3% |
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