+17.1%
COMP vs MULL
-38.7%
+55.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +24.0% | -21.3% | +1.7% |
| 7D | +2.2% | -2.5% | +4.7% | +1.7% |
| 30D | +16.3% | -40.1% | +56.4% | +16.7% |
| 3M | -19.1% | -28.2% | +9.1% | -19.4% |
| 6M | +17.1% | -39.6% | +56.7% | +14.8% |
| All | +17.1% | -38.7% | +55.9% | +14.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling