+25.1%
MKC vs TMF
-82.1%
+107.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.2% |
| 7D | -3.0% | -9.3% | +6.3% | -2.8% |
| 30D | +4.8% | +1.9% | +2.9% | +4.8% |
| 3M | -12.8% | -11.2% | -1.6% | -12.7% |
| 6M | +5.0% | -17.7% | +22.7% | +5.2% |
| YTD | -29.1% | -24.5% | -4.6% | -28.9% |
| 1Y | -26.4% | -29.4% | +3.0% | -26.2% |
| 3Y | -21.6% | -33.4% | +11.8% | -21.2% |
| 5Y | -35.2% | -88.7% | +53.5% | -40.6% |
| All | +25.1% | -82.1% | +107.2% | +11.1% |
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