-34.6%
MP vs TMF
-23.9%
-10.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +2.5% | -7.5% | -5.6% |
| 7D | -12.5% | +4.0% | -16.5% | -13.4% |
| 30D | -23.3% | +19.5% | -42.8% | -26.9% |
| 3M | -24.4% | -3.5% | -20.8% | -23.6% |
| 6M | -45.8% | -10.6% | -35.2% | -44.8% |
| YTD | -28.9% | -17.1% | -11.9% | -28.1% |
| 1Y | -34.6% | -24.3% | -10.3% | -35.3% |
| All | -34.6% | -23.9% | -10.7% | -35.3% |
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 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