-6.0%
ALB vs MULL
+1,230.7%
-1,236.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.2% | +3.8% | -0.8% |
| 7D | -5.8% | +24.5% | -30.3% | -8.5% |
| 30D | -4.5% | -35.5% | +31.0% | -1.6% |
| 3M | -28.1% | -44.8% | +16.7% | -25.3% |
| 6M | -53.2% | -45.5% | -7.7% | -55.4% |
| YTD | -33.3% | +232.5% | -265.9% | -56.5% |
| 1Y | -17.4% | +343.3% | -360.7% | -50.1% |
| All | -6.0% | +1,230.7% | -1,236.7% | -62.4% |
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 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