+953.2%
MULL vs TMF
-29.5%
+982.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -0.2% | +9.3% | +9.1% |
| 7D | -42.7% | +1.2% | -43.9% | -42.9% |
| 30D | -63.8% | +19.7% | -83.5% | -65.4% |
| 3M | -49.0% | -2.1% | -46.9% | -48.7% |
| 6M | -38.2% | -13.4% | -24.7% | -36.0% |
| YTD | +167.0% | -16.7% | +183.8% | +176.0% |
| 1Y | +247.7% | -23.3% | +271.1% | +262.4% |
| All | +953.2% | -29.5% | +982.7% | +1,009.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling