+27.3%
ABNB vs MULL
+2,620.5%
-2,593.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.4% | -8.2% | -3.1% |
| 7D | -7.4% | +14.8% | -22.2% | -8.1% |
| 30D | -8.2% | +36.6% | -44.7% | -9.8% |
| 3M | +29.1% | -8.9% | +38.0% | +25.8% |
| 6M | +26.6% | +311.9% | -285.4% | +4.3% |
| YTD | +25.0% | +579.8% | -554.9% | -4.2% |
| 1Y | +37.0% | +2,421.5% | -2,384.5% | -14.0% |
| All | +27.3% | +2,620.5% | -2,593.1% | -31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling