+117.2%
MPC vs TMF
-23.9%
+141.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +2.5% | -10.6% | -7.4% |
| 7D | -10.9% | +4.0% | -14.9% | -9.8% |
| 30D | -9.4% | +19.5% | -28.9% | -4.5% |
| 3M | +26.0% | -3.5% | +29.5% | +24.1% |
| 6M | +56.5% | -10.6% | +67.1% | +51.1% |
| YTD | +144.3% | -17.1% | +161.3% | +128.3% |
| 1Y | +117.2% | -24.3% | +141.5% | +101.3% |
| All | +117.2% | -23.9% | +141.1% | +101.3% |
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