+286.5%
MXL vs TMF
-86.2%
+372.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.7% | +9.2% | +7.4% |
| 7D | +19.0% | -0.9% | +19.9% | +18.9% |
| 30D | +4.5% | -1.0% | +5.5% | +4.5% |
| 3M | -1.5% | -11.3% | +9.8% | -2.2% |
| 6M | +348.6% | -22.7% | +371.3% | +341.3% |
| YTD | +310.3% | -17.3% | +327.6% | +305.7% |
| 1Y | +344.7% | -22.5% | +367.2% | +338.3% |
| 3Y | +211.2% | -43.2% | +254.4% | +204.1% |
| 5Y | +34.8% | -88.3% | +123.2% | +9.1% |
| 10Y | +286.5% | -86.0% | +372.6% | +238.6% |
| All | +286.5% | -86.2% | +372.7% | +238.6% |
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