-32.1%
MKC vs TMF
-88.0%
+55.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.4% |
| 3M | -6.4% | -2.1% | -4.3% | -6.3% |
| 6M | +1.8% | -13.4% | +15.2% | +2.9% |
| YTD | -26.9% | -16.7% | -10.1% | -25.9% |
| 1Y | -21.7% | -23.3% | +1.6% | -20.1% |
| 3Y | -18.7% | -24.8% | +6.1% | -17.7% |
| All | -32.1% | -88.0% | +55.9% | -26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling