+1,283.0%
MULL vs TMF
-35.1%
+1,318.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.4% | +1.1% | -2.7% |
| 7D | +43.3% | -8.2% | +51.4% | +45.0% |
| 30D | -37.4% | +5.3% | -42.8% | -38.8% |
| 3M | -36.8% | -8.5% | -28.4% | -36.0% |
| 6M | -36.9% | -17.2% | -19.7% | -34.1% |
| YTD | +250.7% | -23.4% | +274.1% | +266.8% |
| 1Y | +337.6% | -30.2% | +367.8% | +362.0% |
| All | +1,283.0% | -35.1% | +1,318.2% | +1,374.5% |
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