+27.2%
ECL vs MULL
+1,230.7%
-1,203.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.2% | +6.8% | +1.6% |
| 7D | +2.9% | +24.5% | -21.7% | +2.7% |
| 30D | +7.5% | -35.5% | +43.0% | +7.6% |
| 3M | +12.2% | -44.8% | +57.0% | +12.4% |
| 6M | +24.6% | -45.5% | +70.0% | +23.2% |
| YTD | +18.8% | +232.5% | -213.8% | +10.4% |
| 1Y | +19.3% | +343.3% | -323.9% | +9.6% |
| All | +27.2% | +1,230.7% | -1,203.5% | +6.1% |
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