-7.5%
MLM vs TMF
-11.7%
+4.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.5% | -0.1% | +1.1% |
| 7D | +9.1% | +4.0% | +5.2% | +7.1% |
| 30D | +14.6% | +19.5% | -4.8% | +5.0% |
| 3M | +0.3% | -3.5% | +3.8% | +2.6% |
| 6M | -7.5% | -10.6% | +3.1% | -2.1% |
| All | -7.5% | -11.7% | +4.2% | -2.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling