-18.1%
MXL vs TMF
-88.9%
+70.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.9% | +0.2% | -3.8% |
| 7D | -15.9% | -1.1% | -14.8% | -15.9% |
| 30D | -44.0% | +11.8% | -55.8% | -43.9% |
| 3M | -21.3% | -4.0% | -17.3% | -21.2% |
| 6M | -46.1% | -16.5% | -29.5% | -46.0% |
| YTD | +208.8% | -19.9% | +228.7% | +209.2% |
| 1Y | +255.5% | -25.6% | +281.1% | +256.0% |
| 3Y | +223.3% | -29.9% | +253.2% | +220.9% |
| 5Y | -18.1% | -88.2% | +70.1% | -34.5% |
| All | -18.1% | -88.9% | +70.8% | -34.5% |
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 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