+22.8%
COMP vs MULL
+260.4%
-237.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +12.3% | -6.6% | +5.1% |
| 7D | +14.5% | -27.1% | +41.6% | +15.6% |
| 30D | +14.9% | -54.2% | +69.1% | +18.0% |
| 3M | -14.2% | -42.0% | +27.7% | -13.2% |
| 6M | +23.7% | -43.5% | +67.2% | +19.9% |
| YTD | +2.1% | +199.9% | -197.8% | -10.7% |
| All | +22.8% | +260.4% | -237.7% | +5.5% |
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