+18.9%
COMP vs MULL
+3,061.6%
-3,042.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.8% | -11.3% | 0.0% |
| 7D | +1.4% | +17.3% | -15.9% | +0.6% |
| 30D | -13.3% | +23.5% | -36.8% | -14.3% |
| 3M | +41.1% | -24.0% | +65.1% | +39.1% |
| 6M | +17.2% | +276.7% | -259.6% | +2.9% |
| YTD | +5.2% | +565.1% | -559.9% | -9.5% |
| 1Y | +18.9% | +2,802.6% | -2,783.7% | -10.7% |
| All | +18.9% | +3,061.6% | -3,042.7% | -10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling