-7.5%
ALNY vs MULL
+2,337.2%
-2,344.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.6% | +0.5% |
| 7D | -6.5% | -8.4% | +1.9% | -6.6% |
| 30D | +11.0% | +9.7% | +1.4% | +11.1% |
| 3M | -14.1% | -26.8% | +12.7% | -13.0% |
| 6M | -22.4% | +220.7% | -243.1% | -28.0% |
| YTD | -37.5% | +509.0% | -546.5% | -44.6% |
| 1Y | -46.9% | +1,739.5% | -1,786.4% | -56.7% |
| All | -7.5% | +2,337.2% | -2,344.7% | -32.7% |
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 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