+143.5%
B vs MULL
+1,070.1%
-926.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.5% | -3.6% | -5.9% |
| 7D | +7.1% | -32.2% | +39.4% | +9.7% |
| 30D | -3.3% | -55.4% | +52.0% | +2.3% |
| 3M | -2.5% | -41.3% | +38.7% | -0.1% |
| 6M | -7.2% | -44.9% | +37.7% | -8.7% |
| YTD | -7.4% | +192.4% | -199.8% | -21.8% |
| 1Y | +16.4% | +239.4% | -223.0% | -3.9% |
| All | +143.5% | +1,070.1% | -926.6% | +80.1% |
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