+13.7%
AR vs MULL
+444.9%
-431.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -13.8% | +7.5% | -6.6% |
| 7D | -11.1% | -35.9% | +24.8% | -12.2% |
| 30D | +7.9% | -47.3% | +55.2% | +6.1% |
| 3M | +4.9% | -30.6% | +35.5% | +4.2% |
| 6M | -5.3% | +13.7% | -19.0% | -3.6% |
| YTD | +8.6% | +272.1% | -263.5% | +9.2% |
| 1Y | +13.7% | +475.1% | -461.4% | +12.1% |
| All | +13.7% | +444.9% | -431.2% | +12.1% |
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