+52.4%
COMP vs MULL
+1,230.7%
-1,178.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.2% | +6.9% | +2.0% |
| 7D | 0.0% | +24.5% | -24.5% | -1.6% |
| 30D | +16.6% | -35.5% | +52.1% | +18.5% |
| 3M | -23.5% | -44.8% | +21.3% | -21.9% |
| 6M | +25.7% | -45.5% | +71.2% | +22.2% |
| YTD | -3.4% | +232.5% | -235.9% | -22.2% |
| 1Y | +7.6% | +343.3% | -335.7% | -16.8% |
| All | +52.4% | +1,230.7% | -1,178.3% | -4.7% |
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 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