+254.1%
MP vs TMF
-91.0%
+345.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.1% | +5.0% |
| 7D | -10.5% | +1.2% | -11.7% | -10.5% |
| 30D | -23.5% | +19.7% | -43.3% | -23.7% |
| 3M | -25.4% | -2.1% | -23.3% | -25.4% |
| 6M | -51.3% | -13.4% | -37.8% | -51.3% |
| YTD | -29.9% | -16.7% | -13.2% | -29.9% |
| 1Y | -31.8% | -23.3% | -8.5% | -31.9% |
| 3Y | +127.0% | -24.8% | +151.8% | +128.2% |
| 5Y | -3.3% | -88.0% | +84.8% | -25.1% |
| All | +254.1% | -91.0% | +345.1% | +186.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling