+278.1%
ASX vs MULL
+1,100.2%
-822.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +12.3% | -3.7% | +5.7% |
| 7D | -12.3% | -27.1% | +14.8% | -6.0% |
| 30D | -26.0% | -54.2% | +28.2% | -12.6% |
| 3M | -8.1% | -42.0% | +33.9% | +1.7% |
| 6M | +1.4% | -43.5% | +44.9% | +4.8% |
| YTD | +115.6% | +199.9% | -84.4% | +49.4% |
| 1Y | +128.0% | +292.8% | -164.8% | +45.8% |
| All | +278.1% | +1,100.2% | -822.1% | +61.9% |
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