-4.6%
ALB vs MULL
+1,070.1%
-1,074.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.5% | -1.7% | -3.9% |
| 7D | +5.3% | -32.2% | +37.5% | +8.6% |
| 30D | -6.3% | -55.4% | +49.1% | +1.3% |
| 3M | -27.4% | -41.3% | +13.9% | -25.2% |
| 6M | -53.1% | -44.9% | -8.2% | -55.6% |
| YTD | -32.3% | +192.4% | -224.7% | -55.1% |
| 1Y | -7.3% | +239.4% | -246.7% | -41.5% |
| All | -4.6% | +1,070.1% | -1,074.6% | -61.1% |
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