+1,098.3%
MPC vs TMF
-82.2%
+1,180.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.8% | -0.7% |
| 7D | -8.8% | -1.1% | -7.8% | -9.0% |
| 30D | -14.4% | +11.8% | -26.2% | -12.7% |
| 3M | +21.9% | -4.0% | +26.0% | +21.4% |
| 6M | +60.1% | -16.5% | +76.7% | +56.2% |
| YTD | +142.3% | -19.9% | +162.2% | +135.6% |
| 1Y | +101.7% | -25.6% | +127.3% | +93.9% |
| 3Y | +184.8% | -29.9% | +214.6% | +178.1% |
| 5Y | +564.6% | -88.2% | +652.8% | +344.0% |
| 10Y | +1,098.3% | -81.7% | +1,180.0% | +886.4% |
| All | +1,098.3% | -82.2% | +1,180.5% | +886.4% |
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