+1,171.8%
MPC vs TMF
-82.1%
+1,253.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.2% |
| 7D | +11.2% | -9.3% | +20.5% | +9.5% |
| 30D | -14.5% | +1.9% | -16.4% | -14.1% |
| 3M | +16.7% | -11.2% | +27.9% | +14.7% |
| 6M | +67.6% | -17.7% | +85.3% | +63.0% |
| YTD | +157.9% | -24.5% | +182.4% | +148.4% |
| 1Y | +116.7% | -29.4% | +146.1% | +106.5% |
| 3Y | +199.8% | -33.4% | +233.2% | +190.3% |
| 5Y | +604.4% | -88.7% | +693.1% | +368.5% |
| All | +1,171.8% | -82.1% | +1,253.9% | +933.7% |
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