+2,581.4%
MULL vs TMF
-30.0%
+2,611.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.7% | +7.1% | +5.8% |
| 7D | +14.8% | -0.9% | +15.7% | +15.0% |
| 30D | +36.6% | -1.0% | +37.5% | +36.5% |
| 3M | -8.9% | -11.3% | +2.4% | -6.0% |
| 6M | +311.9% | -22.7% | +334.6% | +329.3% |
| YTD | +579.8% | -17.3% | +597.2% | +602.3% |
| 1Y | +2,421.5% | -22.5% | +2,444.0% | +2,504.9% |
| All | +2,581.4% | -30.0% | +2,611.4% | +2,723.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling