+24.0%
MKC vs TMF
-83.0%
+107.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.1% | -1.1% |
| 7D | -1.9% | +0.6% | -2.5% | -1.9% |
| 30D | +8.0% | +16.3% | -8.3% | +7.8% |
| 3M | -8.6% | -2.7% | -5.9% | -8.6% |
| 6M | +1.1% | -13.2% | +14.2% | +1.1% |
| YTD | -27.7% | -16.7% | -11.0% | -27.6% |
| 1Y | -23.7% | -22.7% | -1.0% | -23.6% |
| 3Y | -19.4% | -26.1% | +6.7% | -19.0% |
| 5Y | -33.3% | -88.4% | +55.1% | -39.2% |
| 10Y | +24.0% | -81.8% | +105.8% | +13.1% |
| All | +24.0% | -83.0% | +107.0% | +13.1% |
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