+1,120.0%
MPC vs TMF
-86.8%
+1,206.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.4% |
| 7D | +5.4% | -1.4% | +6.9% | +5.2% |
| 30D | +31.0% | -2.8% | +33.8% | +30.5% |
| 3M | +46.0% | -10.9% | +56.9% | +43.6% |
| 6M | +77.3% | -21.3% | +98.6% | +71.4% |
| YTD | +141.9% | -15.9% | +157.8% | +136.7% |
| 1Y | +120.9% | -15.7% | +136.7% | +116.7% |
| 3Y | +182.7% | -43.4% | +226.0% | +164.9% |
| 5Y | +646.4% | -87.8% | +734.2% | +404.9% |
| All | +1,120.0% | -86.8% | +1,206.8% | +846.9% |
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