+0.8%
AA vs MULL
+1,303.2%
-1,302.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -0.9% |
| 7D | +5.3% | +43.3% | -38.0% | -0.6% |
| 30D | -2.3% | -37.4% | +35.2% | +2.4% |
| 3M | -20.8% | -36.8% | +16.0% | -18.4% |
| 6M | -39.8% | -36.9% | -3.0% | -43.7% |
| YTD | -23.3% | +250.7% | -273.9% | -52.4% |
| 1Y | +1.8% | +337.6% | -335.8% | -41.1% |
| All | +0.8% | +1,303.2% | -1,302.4% | -62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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