+25.9%
ABNB vs MULL
+2,366.2%
-2,340.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -9.3% | +8.2% | -0.7% |
| 7D | -9.5% | +3.6% | -13.1% | -9.7% |
| 30D | -9.4% | +22.0% | -31.4% | -10.5% |
| 3M | +29.9% | -8.6% | +38.5% | +26.1% |
| 6M | +26.6% | +248.5% | -221.9% | +5.5% |
| YTD | +23.5% | +516.3% | -492.8% | -4.9% |
| 1Y | +35.8% | +2,036.6% | -2,000.8% | -13.5% |
| All | +25.9% | +2,366.2% | -2,340.3% | -31.7% |
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