+2,427.1%
MULL vs TMF
-21.2%
+2,448.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | +14.0% | +1.0% | +13.0% | +13.6% |
| 30D | +24.8% | -1.8% | +26.7% | +25.7% |
| 3M | -16.1% | -8.2% | -7.9% | -12.6% |
| 6M | +330.9% | -19.5% | +350.4% | +331.2% |
| YTD | +545.0% | -16.0% | +561.0% | +555.6% |
| 1Y | +2,427.1% | -22.5% | +2,449.6% | +2,421.7% |
| All | +2,427.1% | -21.2% | +2,448.3% | +2,421.7% |
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