+163.7%
MXL vs TMF
-82.1%
+245.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.4% | -4.0% | -5.5% |
| 7D | +13.4% | -9.3% | +22.7% | +12.5% |
| 30D | -29.2% | +1.9% | -31.2% | -29.0% |
| 3M | -27.2% | -11.2% | -16.0% | -27.6% |
| 6M | -36.4% | -17.7% | -18.7% | -37.1% |
| YTD | +220.0% | -24.5% | +244.5% | +215.1% |
| 1Y | +304.8% | -29.4% | +334.2% | +296.7% |
| 3Y | +238.5% | -33.4% | +271.9% | +234.3% |
| 5Y | -18.8% | -88.7% | +69.9% | -34.4% |
| All | +163.7% | -82.1% | +245.8% | +133.5% |
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 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