+32.0%
MLM vs TMF
-87.8%
+119.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.6% | -5.7% | -5.2% |
| 7D | -1.2% | +2.7% | -3.9% | -1.4% |
| 30D | +7.9% | +19.3% | -11.4% | +6.4% |
| 3M | -4.5% | -3.7% | -0.8% | -4.3% |
| 6M | -12.6% | -11.3% | -1.3% | -11.9% |
| YTD | -14.9% | -16.6% | +1.7% | -13.9% |
| 1Y | -13.1% | -21.1% | +8.0% | -11.8% |
| 3Y | +21.2% | -26.8% | +48.0% | +22.5% |
| 5Y | +32.0% | -88.0% | +120.0% | +20.5% |
| All | +32.0% | -87.8% | +119.9% | +20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling