+20.8%
AR vs MULL
+1,070.1%
-1,049.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +9.5% | -5.2% | +3.9% |
| 7D | -5.8% | -32.2% | +26.5% | -4.6% |
| 30D | +4.8% | -55.4% | +60.2% | +7.5% |
| 3M | +1.5% | -41.3% | +42.8% | +2.5% |
| 6M | +4.7% | -44.9% | +49.6% | +1.0% |
| YTD | +9.2% | +192.4% | -183.2% | -15.6% |
| 1Y | +11.2% | +239.4% | -228.3% | -17.3% |
| All | +20.8% | +1,070.1% | -1,049.3% | -36.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling