+36.1%
ALL vs MULL
+2,561.4%
-2,525.2%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +11.8% | -13.2% | -1.0% |
| 7D | 0.0% | +17.3% | -17.3% | +0.5% |
| 30D | -1.5% | +23.5% | -25.0% | -0.8% |
| 3M | +23.6% | -24.0% | +47.6% | +24.5% |
| 6M | +22.3% | +276.7% | -254.4% | +24.3% |
| YTD | +26.5% | +565.1% | -538.5% | +27.9% |
| 1Y | +27.0% | +2,802.6% | -2,775.6% | +24.2% |
| All | +36.1% | +2,561.4% | -2,525.2% | +26.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling