+53.1%
COMP vs MULL
+1,351.1%
-1,298.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +24.0% | -21.3% | +1.1% |
| 7D | +2.2% | -2.5% | +4.7% | +1.8% |
| 30D | +16.3% | -40.1% | +56.4% | +18.8% |
| 3M | -19.1% | -28.2% | +9.1% | -18.9% |
| 6M | +17.1% | -39.6% | +56.7% | +13.0% |
| YTD | -2.9% | +262.6% | -265.6% | -22.3% |
| 1Y | +8.8% | +366.2% | -357.4% | -16.1% |
| All | +53.1% | +1,351.1% | -1,298.0% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling