-18.3%
MKC vs TMF
-23.9%
+5.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.5% | +3.0% | +4.9% |
| 7D | +9.6% | +4.0% | +5.6% | +8.7% |
| 30D | +12.0% | +19.5% | -7.4% | +9.0% |
| 3M | -2.0% | -3.5% | +1.5% | -2.1% |
| 6M | +7.2% | -10.6% | +17.8% | +8.0% |
| YTD | -23.7% | -17.1% | -6.7% | -21.5% |
| 1Y | -18.3% | -24.3% | +6.0% | -15.9% |
| All | -18.3% | -23.9% | +5.6% | -15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling