+25.5%
AR vs MULL
+2,620.5%
-2,594.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.4% | -5.3% | -0.1% |
| 7D | -1.2% | +14.8% | -16.0% | -1.8% |
| 30D | +5.5% | +36.6% | -31.0% | +3.9% |
| 3M | +12.9% | -8.9% | +21.8% | +10.4% |
| 6M | +0.1% | +311.9% | -311.9% | -17.1% |
| YTD | +13.5% | +579.8% | -566.3% | -14.5% |
| 1Y | +21.6% | +2,421.5% | -2,400.0% | -28.0% |
| All | +25.5% | +2,620.5% | -2,594.9% | -35.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling