+237.4%
MP vs TMF
-91.0%
+328.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.6% | -6.6% | -6.0% |
| 7D | -19.0% | +2.7% | -21.7% | -19.0% |
| 30D | -30.5% | +19.3% | -49.8% | -30.6% |
| 3M | -29.6% | -3.7% | -25.9% | -29.6% |
| 6M | -50.4% | -11.3% | -39.1% | -50.4% |
| YTD | -33.2% | -16.6% | -16.6% | -33.2% |
| 1Y | -38.6% | -21.1% | -17.5% | -38.6% |
| 3Y | +105.5% | -26.8% | +132.3% | +106.2% |
| 5Y | -7.8% | -88.0% | +80.2% | -28.7% |
| All | +237.4% | -91.0% | +328.4% | +172.8% |
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