+26.0%
MXL vs TMF
-87.6%
+113.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.1% | +6.1% | +6.0% |
| 7D | +15.5% | +1.0% | +14.5% | +15.5% |
| 30D | -11.3% | -1.8% | -9.5% | -11.3% |
| 3M | -16.1% | -8.2% | -7.9% | -16.1% |
| 6M | +323.0% | -19.5% | +342.5% | +322.8% |
| YTD | +281.5% | -16.0% | +297.5% | +281.4% |
| 1Y | +319.3% | -22.5% | +341.8% | +319.2% |
| 3Y | +189.4% | -42.3% | +231.7% | +189.5% |
| 5Y | +26.0% | -87.7% | +113.7% | +8.0% |
| All | +26.0% | -87.6% | +113.6% | +8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling