+20.4%
AUR vs MULL
+2,620.5%
-2,600.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.4% | -5.6% | -1.1% |
| 7D | +11.1% | +14.8% | -3.7% | +8.2% |
| 30D | -6.9% | +36.6% | -43.4% | -12.2% |
| 3M | +5.5% | -8.9% | +14.4% | -1.1% |
| 6M | +41.0% | +311.9% | -270.9% | -11.8% |
| YTD | +69.3% | +579.8% | -510.6% | -11.0% |
| 1Y | +14.0% | +2,421.5% | -2,407.5% | -61.8% |
| All | +20.4% | +2,620.5% | -2,600.1% | -66.5% |
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