+43.5%
MLM vs TMF
-87.5%
+131.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.8% | +1.1% |
| 7D | -2.9% | -1.4% | -1.5% | -2.8% |
| 30D | -6.8% | -2.8% | -4.0% | -6.6% |
| 3M | -11.2% | -10.9% | -0.3% | -10.5% |
| 6M | -21.8% | -21.3% | -0.5% | -20.6% |
| YTD | -17.0% | -15.9% | -1.1% | -16.0% |
| 1Y | -16.4% | -15.7% | -0.6% | -15.4% |
| 3Y | +14.5% | -43.4% | +57.8% | +16.1% |
| All | +43.5% | -87.5% | +131.0% | +35.3% |
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 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