+637.6%
MLM vs TMF
-69.3%
+706.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.5% | -0.1% | +2.6% |
| 7D | +9.1% | +4.0% | +5.2% | +9.6% |
| 30D | +14.6% | +19.5% | -4.8% | +17.1% |
| 3M | +0.3% | -3.5% | +3.8% | -0.1% |
| 6M | -7.5% | -10.6% | +3.1% | -8.7% |
| YTD | -10.2% | -17.1% | +6.8% | -12.3% |
| 1Y | -10.5% | -24.3% | +13.8% | -13.5% |
| 3Y | +27.8% | -27.2% | +55.1% | +25.0% |
| 5Y | +38.9% | -87.6% | +126.5% | +2.4% |
| 10Y | +211.4% | -84.8% | +296.2% | +163.4% |
| All | +637.6% | -69.3% | +706.9% | +736.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling