+173.0%
MXL vs TMF
-42.3%
+215.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.4% | +5.2% | +5.6% |
| 7D | +1.6% | -1.4% | +3.1% | +1.6% |
| 30D | -7.0% | -2.8% | -4.2% | -7.0% |
| 3M | -33.4% | -10.9% | -22.5% | -33.7% |
| 6M | +260.2% | -21.3% | +281.5% | +256.4% |
| YTD | +260.0% | -15.9% | +275.8% | +257.5% |
| 1Y | +303.5% | -15.7% | +319.2% | +300.7% |
| All | +173.0% | -42.3% | +215.3% | +179.5% |
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