+337.8%
ASX vs MULL
+2,481.0%
-2,143.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -3.0% | +9.1% | +6.7% |
| 7D | +6.3% | +14.0% | -7.7% | +3.1% |
| 30D | +6.4% | +24.8% | -18.4% | +0.6% |
| 3M | +13.1% | -16.1% | +29.3% | +10.0% |
| 6M | +90.3% | +330.9% | -240.6% | +26.2% |
| YTD | +149.6% | +545.0% | -395.4% | +47.7% |
| 1Y | +249.2% | +2,427.1% | -2,178.0% | +47.9% |
| All | +337.8% | +2,481.0% | -2,143.2% | +60.1% |
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 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