+17.2%
COMP vs MULL
+290.4%
-273.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.8% | -11.3% | -0.1% |
| 7D | +1.4% | +17.3% | -15.9% | +0.4% |
| 30D | -13.3% | +23.5% | -36.8% | -14.6% |
| 3M | +41.1% | -24.0% | +65.1% | +37.8% |
| 6M | +17.2% | +276.7% | -259.6% | -15.0% |
| All | +17.2% | +290.4% | -273.2% | -15.0% |
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