-0.4%
ALB vs MULL
+1,100.2%
-1,100.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +12.3% | -12.4% | -1.5% |
| 7D | +9.5% | -27.1% | +36.6% | +11.9% |
| 30D | -2.1% | -54.2% | +52.1% | +5.4% |
| 3M | -24.1% | -42.0% | +17.8% | -21.7% |
| 6M | -51.0% | -43.5% | -7.5% | -53.8% |
| YTD | -29.3% | +199.9% | -229.3% | -53.2% |
| 1Y | +3.2% | +292.8% | -289.7% | -36.7% |
| All | -0.4% | +1,100.2% | -1,100.5% | -59.6% |
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