+26.1%
ECL vs MULL
+1,100.2%
-1,074.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +12.3% | -10.3% | +1.9% |
| 7D | -0.5% | -27.1% | +26.6% | -0.4% |
| 30D | +8.8% | -54.2% | +63.1% | +9.3% |
| 3M | +7.8% | -42.0% | +49.8% | +7.9% |
| 6M | +21.3% | -43.5% | +64.8% | +19.6% |
| YTD | +17.8% | +199.9% | -182.1% | +9.6% |
| 1Y | +21.1% | +292.8% | -271.8% | +11.3% |
| All | +26.1% | +1,100.2% | -1,074.0% | +5.3% |
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