-50.4%
MP vs TMF
-10.5%
-39.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.6% | -6.6% | -6.3% |
| 7D | -19.0% | +2.7% | -21.7% | -20.1% |
| 30D | -30.5% | +19.3% | -49.8% | -37.8% |
| 3M | -29.6% | -3.7% | -25.9% | -26.6% |
| 6M | -50.4% | -11.3% | -39.1% | -46.0% |
| All | -50.4% | -10.5% | -39.9% | -46.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling