+19.7%
COMP vs MULL
+248.8%
-229.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +9.1% | +1.6% | +10.3% |
| 7D | +13.4% | -42.7% | +56.1% | +15.7% |
| 30D | +11.1% | -63.8% | +74.9% | +15.4% |
| 3M | -18.8% | -49.0% | +30.2% | -17.3% |
| 6M | +10.5% | -38.2% | +48.7% | +5.8% |
| YTD | -3.4% | +167.0% | -170.4% | -15.7% |
| 1Y | +19.7% | +247.7% | -228.0% | +1.2% |
| All | +19.7% | +248.8% | -229.2% | +1.2% |
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