+248.0%
ASX vs MULL
+968.6%
-720.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +9.1% | -2.7% | +4.3% |
| 7D | -19.9% | -42.7% | +22.8% | -9.5% |
| 30D | -30.9% | -63.8% | +32.9% | -14.0% |
| 3M | -15.1% | -49.0% | +34.0% | -3.1% |
| 6M | -6.5% | -38.2% | +31.7% | -5.2% |
| YTD | +98.4% | +167.0% | -68.6% | +41.3% |
| 1Y | +107.9% | +247.7% | -139.9% | +36.7% |
| All | +248.0% | +968.6% | -720.5% | +53.2% |
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 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