+167.0%
MPC vs TMF
-25.2%
+192.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.6% | -4.5% | -3.9% |
| 7D | -12.8% | +2.7% | -15.5% | -12.6% |
| 30D | -12.7% | +19.3% | -32.1% | -11.6% |
| 3M | +27.1% | -3.7% | +30.7% | +26.9% |
| 6M | +45.8% | -11.3% | +57.1% | +45.0% |
| YTD | +134.7% | -16.6% | +151.3% | +132.8% |
| 1Y | +106.0% | -21.1% | +127.2% | +104.2% |
| All | +167.0% | -25.2% | +192.2% | +162.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling