+37.0%
ALL vs MULL
+1,070.1%
-1,033.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.5% | +5.4% | +2.8% |
| 7D | -0.1% | -32.2% | +32.1% | -1.1% |
| 30D | +13.8% | -55.4% | +69.2% | +11.5% |
| 3M | -2.8% | -41.3% | +38.5% | -3.7% |
| 6M | +23.7% | -44.9% | +68.6% | +22.7% |
| YTD | +27.3% | +192.4% | -165.1% | +26.2% |
| 1Y | +30.5% | +239.4% | -208.9% | +29.3% |
| All | +37.0% | +1,070.1% | -1,033.1% | +25.2% |
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