+374.0%
MKC vs TMF
-70.3%
+444.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -7.0% | -3.4% | -3.7% | -7.1% |
| 30D | +4.1% | +11.5% | -7.4% | +4.4% |
| 3M | -10.3% | -4.5% | -5.8% | -10.4% |
| 6M | +1.7% | -15.0% | +16.7% | +1.2% |
| YTD | -29.1% | -19.9% | -9.2% | -29.6% |
| 1Y | -26.0% | -26.6% | +0.6% | -26.7% |
| 3Y | -21.5% | -29.8% | +8.4% | -21.9% |
| 5Y | -35.0% | -88.2% | +53.2% | -42.3% |
| 10Y | +25.6% | -81.4% | +107.0% | +18.7% |
| All | +374.0% | -70.3% | +444.3% | +401.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling