+25.4%
AR vs MULL
+2,481.0%
-2,455.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | -0.7% |
| 7D | -1.8% | +14.0% | -15.8% | -2.4% |
| 30D | +12.6% | +24.8% | -12.2% | +11.3% |
| 3M | +10.0% | -16.1% | +26.1% | +8.1% |
| 6M | +0.6% | +330.9% | -330.3% | -17.4% |
| YTD | +13.4% | +545.0% | -531.6% | -14.4% |
| 1Y | +21.7% | +2,427.1% | -2,405.4% | -28.4% |
| All | +25.4% | +2,481.0% | -2,455.6% | -35.1% |
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 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