-22.9%
MKC vs TMF
-22.6%
-0.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.1% | -1.1% |
| 7D | -1.9% | +0.6% | -2.5% | -2.1% |
| 30D | +8.0% | +16.3% | -8.3% | +5.2% |
| 3M | -8.6% | -2.7% | -5.9% | -8.9% |
| 6M | +1.1% | -13.2% | +14.2% | +2.5% |
| YTD | -27.7% | -16.7% | -11.0% | -25.3% |
| All | -22.9% | -22.6% | -0.3% | -19.6% |
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