+123.4%
APA vs MULL
+1,070.1%
-946.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +1.4% |
| 7D | -5.5% | -32.2% | +26.7% | -4.1% |
| 30D | -1.2% | -55.4% | +54.2% | +1.9% |
| 3M | +10.6% | -41.3% | +51.8% | +11.8% |
| 6M | +28.4% | -44.9% | +73.3% | +23.4% |
| YTD | +89.7% | +192.4% | -102.7% | +38.3% |
| 1Y | +90.6% | +239.4% | -148.8% | +32.3% |
| All | +123.4% | +1,070.1% | -946.6% | -6.2% |
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 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