+218.3%
ALAB vs MULL
+2,481.0%
-2,262.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.0% | -3.9% | -6.0% |
| 7D | +3.2% | +14.0% | -10.8% | -0.8% |
| 30D | -13.6% | +24.8% | -38.4% | -19.9% |
| 3M | -16.6% | -16.1% | -0.5% | -18.5% |
| 6M | +142.3% | +330.9% | -188.6% | +32.5% |
| YTD | +73.6% | +545.0% | -471.4% | -23.5% |
| 1Y | +33.7% | +2,427.1% | -2,393.5% | -66.4% |
| All | +218.3% | +2,481.0% | -2,262.8% | -33.0% |
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 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