+181.2%
MLM vs TMF
-84.4%
+265.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.7% | -1.8% |
| 7D | -4.1% | +1.2% | -5.3% | -4.1% |
| 30D | +8.2% | +19.7% | -11.6% | +9.2% |
| 3M | -3.6% | -2.1% | -1.5% | -3.7% |
| 6M | -15.6% | -13.4% | -2.1% | -16.3% |
| YTD | -16.4% | -16.7% | +0.3% | -17.4% |
| 1Y | -14.3% | -23.3% | +9.0% | -15.8% |
| 3Y | +19.3% | -24.8% | +44.1% | +18.7% |
| 5Y | +29.6% | -88.0% | +117.6% | -2.6% |
| All | +181.2% | -84.4% | +265.6% | +122.2% |
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