+1,079.5%
MPC vs TMF
-84.4%
+1,163.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -16.2% | +1.2% | -17.4% | -16.0% |
| 30D | -15.7% | +19.7% | -35.5% | -13.0% |
| 3M | +24.9% | -2.1% | +27.0% | +24.8% |
| 6M | +52.7% | -13.4% | +66.1% | +49.7% |
| YTD | +131.9% | -16.7% | +148.6% | +126.8% |
| 1Y | +96.6% | -23.3% | +120.0% | +90.0% |
| 3Y | +163.8% | -24.8% | +188.6% | +161.0% |
| 5Y | +533.1% | -88.0% | +621.2% | +322.5% |
| All | +1,079.5% | -84.4% | +1,163.9% | +826.8% |
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 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