+260.2%
MXL vs TMF
-21.7%
+281.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.4% | +5.2% | +5.5% |
| 7D | +1.6% | -1.4% | +3.1% | +1.6% |
| 30D | -7.0% | -2.8% | -4.2% | -6.0% |
| 3M | -33.4% | -10.9% | -22.5% | -32.1% |
| 6M | +260.2% | -21.3% | +281.5% | +283.0% |
| All | +260.2% | -21.7% | +281.8% | +283.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling