+138.2%
ALAB vs MULL
+1,070.1%
-931.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.5% |
| 7D | -7.5% | -32.2% | +24.8% | +4.2% |
| 30D | -36.8% | -55.4% | +18.6% | -18.9% |
| 3M | -31.9% | -41.3% | +9.4% | -20.3% |
| 6M | +8.2% | -44.9% | +53.1% | +16.5% |
| YTD | +29.9% | +192.4% | -162.4% | -26.9% |
| 1Y | +24.4% | +239.4% | -215.0% | -35.3% |
| All | +138.2% | +1,070.1% | -931.8% | -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 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