-18.7%
MKC vs TMF
-25.3%
+6.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.2% | -3.3% |
| 7D | +2.3% | +1.2% | +1.1% | +2.2% |
| 30D | +8.1% | +19.7% | -11.6% | +5.6% |
| 3M | -6.4% | -2.1% | -4.3% | -6.3% |
| 6M | +1.8% | -13.4% | +15.2% | +3.4% |
| YTD | -26.9% | -16.7% | -10.1% | -25.4% |
| 1Y | -21.7% | -23.3% | +1.6% | -19.3% |
| 3Y | -18.7% | -24.8% | +6.1% | -16.4% |
| All | -18.7% | -25.3% | +6.6% | -16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling