+54.1%
ABNB vs MULL
+322.2%
-268.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -5.2% | +8.3% | +3.1% |
| 7D | -1.7% | +24.5% | -26.2% | -1.7% |
| 30D | +11.8% | -35.5% | +47.3% | +11.6% |
| 3M | +0.9% | -44.8% | +45.7% | +0.7% |
| 6M | +40.5% | -45.5% | +85.9% | +37.5% |
| YTD | +37.6% | +232.5% | -194.9% | +24.2% |
| 1Y | +54.1% | +343.3% | -289.1% | +36.0% |
| All | +54.1% | +322.2% | -268.0% | +36.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling