+80.3%
EBAY vs MULL
+2,337.2%
-2,256.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +2.6% |
| 7D | +4.2% | -8.4% | +12.6% | +4.3% |
| 30D | +5.6% | +9.7% | -4.1% | +5.4% |
| 3M | -1.4% | -26.8% | +25.4% | -1.8% |
| 6M | +18.2% | +220.7% | -202.5% | +10.1% |
| YTD | +24.8% | +509.0% | -484.2% | +13.8% |
| 1Y | +18.0% | +1,739.5% | -1,721.5% | +3.8% |
| All | +80.3% | +2,337.2% | -2,256.9% | +49.6% |
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