+26.1%
D vs MULL
+2,561.4%
-2,535.2%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.8% | -12.2% | -0.3% |
| 7D | +1.5% | +17.3% | -15.8% | +1.6% |
| 30D | -2.6% | +23.5% | -26.1% | -2.4% |
| 3M | 0.0% | -24.0% | +24.0% | +0.3% |
| 6M | +7.4% | +276.7% | -269.4% | +8.2% |
| YTD | +15.9% | +565.1% | -549.2% | +16.5% |
| 1Y | +18.1% | +2,802.6% | -2,784.5% | +17.1% |
| All | +26.1% | +2,561.4% | -2,535.2% | +19.9% |
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