+53.5%
ALAB vs MULL
+322.2%
-268.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.2% | +2.6% | -1.0% |
| 7D | +16.3% | +24.5% | -8.2% | +8.0% |
| 30D | -26.1% | -35.5% | +9.4% | -16.8% |
| 3M | -31.3% | -44.8% | +13.5% | -19.4% |
| 6M | -1.0% | -45.5% | +44.4% | +9.0% |
| YTD | +33.3% | +232.5% | -199.2% | -9.3% |
| 1Y | +53.5% | +343.3% | -289.7% | -6.4% |
| All | +53.5% | +322.2% | -268.6% | -6.4% |
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 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