+24.4%
ALAB vs MULL
+251.4%
-227.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.5% |
| 7D | -7.5% | -32.2% | +24.8% | +3.7% |
| 30D | -36.8% | -55.4% | +18.6% | -20.1% |
| 3M | -31.9% | -41.3% | +9.4% | -20.6% |
| 6M | +8.2% | -44.9% | +53.1% | +21.1% |
| YTD | +29.9% | +192.4% | -162.4% | -9.8% |
| 1Y | +24.4% | +239.4% | -215.0% | -19.7% |
| All | +24.4% | +251.4% | -227.0% | -19.7% |
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