-2.3%
COST vs MULL
+2,366.2%
-2,368.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.3% | +9.3% | -0.1% |
| 7D | -2.5% | +3.6% | -6.1% | -2.4% |
| 30D | -4.4% | +22.0% | -26.5% | -4.3% |
| 3M | -8.1% | -8.6% | +0.5% | -8.0% |
| 6M | -9.2% | +248.5% | -257.8% | -11.6% |
| YTD | +5.1% | +516.3% | -511.2% | +0.6% |
| 1Y | -5.1% | +2,036.6% | -2,041.7% | -13.7% |
| All | -2.3% | +2,366.2% | -2,368.4% | -15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling