+20.1%
COMP vs MULL
+444.9%
-424.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -13.8% | +21.5% | +8.3% |
| 7D | +9.5% | -35.9% | +45.4% | +11.4% |
| 30D | +8.1% | -47.3% | +55.4% | +10.8% |
| 3M | -16.3% | -30.6% | +14.2% | -15.7% |
| 6M | +42.2% | +13.7% | +28.5% | +31.2% |
| YTD | -5.0% | +272.1% | -277.1% | -20.2% |
| 1Y | +20.1% | +475.1% | -455.0% | -5.3% |
| All | +20.1% | +444.9% | -424.8% | -5.3% |
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