+1,211.6%
MULL vs TMF
-36.0%
+1,247.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.4% | -3.8% | -5.0% |
| 7D | +24.5% | -9.3% | +33.8% | +26.3% |
| 30D | -35.5% | +1.9% | -37.4% | -36.5% |
| 3M | -44.8% | -11.2% | -33.6% | -43.7% |
| 6M | -45.5% | -17.7% | -27.7% | -43.0% |
| YTD | +232.5% | -24.5% | +257.0% | +248.6% |
| 1Y | +343.3% | -29.4% | +372.7% | +367.8% |
| All | +1,211.6% | -36.0% | +1,247.6% | +1,301.3% |
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