+475.1%
MULL vs TMF
-23.9%
+499.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +2.5% | -16.2% | -14.2% |
| 7D | -35.9% | +4.0% | -39.9% | -36.6% |
| 30D | -47.3% | +19.5% | -66.8% | -51.6% |
| 3M | -30.6% | -3.5% | -27.0% | -28.1% |
| 6M | +13.7% | -10.6% | +24.3% | +23.5% |
| YTD | +272.1% | -17.1% | +289.2% | +295.0% |
| 1Y | +475.1% | -24.3% | +499.3% | +462.2% |
| All | +475.1% | -23.9% | +499.0% | +462.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling