+29.8%
ALB vs MULL
+2,481.0%
-2,451.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.0% | +5.6% | +3.0% |
| 7D | -4.4% | +14.0% | -18.4% | -6.1% |
| 30D | -1.2% | +24.8% | -26.0% | -4.6% |
| 3M | -13.3% | -16.1% | +2.8% | -16.8% |
| 6M | -19.8% | +330.9% | -350.7% | -44.6% |
| YTD | -7.9% | +545.0% | -552.9% | -43.1% |
| 1Y | +60.2% | +2,427.1% | -2,367.0% | -26.6% |
| All | +29.8% | +2,481.0% | -2,451.2% | -50.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling