+248.2%
MULL vs TMF
-22.6%
+270.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.3% | +0.1% | +12.3% | +12.3% |
| 7D | -27.1% | +0.6% | -27.7% | -27.3% |
| 30D | -54.2% | +16.3% | -70.5% | -57.9% |
| 3M | -42.0% | -2.7% | -39.3% | -40.0% |
| 6M | -43.5% | -13.2% | -30.3% | -37.8% |
| YTD | +199.9% | -16.7% | +216.6% | +220.5% |
| All | +248.2% | -22.6% | +270.7% | +268.1% |
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 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