+24.7%
D vs MULL
+2,620.5%
-2,595.8%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.4% | -7.1% | -1.6% |
| 7D | -0.4% | +14.8% | -15.2% | -0.3% |
| 30D | -2.1% | +36.6% | -38.6% | -1.8% |
| 3M | -0.7% | -8.9% | +8.1% | -0.4% |
| 6M | +5.6% | +311.9% | -306.4% | +6.4% |
| YTD | +14.6% | +579.8% | -565.3% | +15.3% |
| 1Y | +15.3% | +2,421.5% | -2,406.2% | +14.6% |
| All | +24.7% | +2,620.5% | -2,595.8% | +18.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling