+19.7%
MLM vs TMF
-29.8%
+49.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.5% |
| 7D | -3.8% | +0.6% | -4.4% | -3.9% |
| 30D | +11.0% | +16.3% | -5.3% | +8.5% |
| 3M | -3.1% | -2.7% | -0.4% | -2.8% |
| 6M | -9.8% | -13.2% | +3.4% | -8.2% |
| YTD | -14.4% | -16.7% | +2.3% | -12.5% |
| 1Y | -12.6% | -22.7% | +10.2% | -10.0% |
| 3Y | +19.7% | -26.1% | +45.8% | +19.3% |
| All | +19.7% | -29.8% | +49.5% | +19.3% |
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