+26.9%
D vs MULL
+2,481.0%
-2,454.2%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +0.6% |
| 7D | +0.8% | +14.0% | -13.2% | +0.9% |
| 30D | -0.7% | +24.8% | -25.6% | -0.5% |
| 3M | +2.1% | -16.1% | +18.2% | +2.4% |
| 6M | +6.8% | +330.9% | -324.1% | +7.6% |
| YTD | +16.5% | +545.0% | -528.5% | +17.2% |
| 1Y | +19.2% | +2,427.1% | -2,408.0% | +18.2% |
| All | +26.9% | +2,481.0% | -2,454.2% | +20.6% |
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 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