+29.2%
ALL vs MULL
+322.2%
-293.0%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.2% | +5.5% | +0.1% |
| 7D | +5.0% | +24.5% | -19.5% | +6.6% |
| 30D | +13.3% | -35.5% | +48.8% | +11.6% |
| 3M | +3.2% | -44.8% | +48.0% | +1.3% |
| 6M | +25.3% | -45.5% | +70.8% | +25.9% |
| YTD | +30.5% | +232.5% | -202.1% | +39.3% |
| 1Y | +29.2% | +343.3% | -314.1% | +40.0% |
| All | +29.2% | +322.2% | -293.0% | +40.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling