+2,185.3%
MCO vs TMF
-72.0%
+2,257.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.2% |
| 7D | +0.5% | -9.3% | +9.8% | -0.6% |
| 30D | +9.8% | +1.9% | +7.9% | +10.1% |
| 3M | +4.3% | -11.2% | +15.5% | +2.9% |
| 6M | +16.5% | -17.7% | +34.2% | +14.1% |
| YTD | +0.1% | -24.5% | +24.6% | -2.8% |
| 1Y | +4.4% | -29.4% | +33.9% | +0.6% |
| 3Y | +51.6% | -33.4% | +85.0% | +47.0% |
| 5Y | +36.7% | -88.7% | +125.4% | -1.4% |
| 10Y | +455.7% | -82.5% | +538.1% | +390.9% |
| All | +2,185.3% | -72.0% | +2,257.4% | +2,919.0% |
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