-34.2%
MKC vs TMF
-87.6%
+53.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -4.3% | +1.0% | -5.3% | -4.4% |
| 30D | -2.0% | -1.8% | -0.2% | -1.9% |
| 3M | +10.0% | -8.2% | +18.2% | +10.7% |
| 6M | -18.5% | -19.5% | +1.0% | -17.1% |
| YTD | -22.4% | -16.0% | -6.5% | -21.4% |
| 1Y | -23.6% | -22.5% | -1.1% | -22.2% |
| 3Y | -30.4% | -42.3% | +11.8% | -28.7% |
| 5Y | -34.2% | -87.7% | +53.5% | -30.4% |
| All | -34.2% | -87.6% | +53.4% | -30.4% |
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 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