+110.1%
ALAB vs MULL
+968.6%
-858.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +9.1% | -2.8% | +3.3% |
| 7D | -26.3% | -42.7% | +16.4% | -12.3% |
| 30D | -50.1% | -63.8% | +13.6% | -31.6% |
| 3M | -42.5% | -49.0% | +6.6% | -29.7% |
| 6M | -10.8% | -38.2% | +27.3% | -8.1% |
| YTD | +14.6% | +167.0% | -152.4% | -33.6% |
| 1Y | +17.1% | +247.7% | -230.6% | -39.9% |
| All | +110.1% | +968.6% | -858.4% | -41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling