+231.2%
ALAB vs MULL
+2,620.5%
-2,389.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.4% | -1.4% | +2.4% |
| 7D | +9.6% | +14.8% | -5.1% | +5.3% |
| 30D | -5.3% | +36.6% | -41.8% | -14.6% |
| 3M | -12.0% | -8.9% | -3.2% | -16.1% |
| 6M | +145.7% | +311.9% | -166.2% | +36.4% |
| YTD | +80.7% | +579.8% | -499.2% | -21.6% |
| 1Y | +40.1% | +2,421.5% | -2,381.4% | -64.6% |
| All | +231.2% | +2,620.5% | -2,389.3% | -31.4% |
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