+14.5%
ECL vs MULL
+2,561.4%
-2,546.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +11.8% | -11.7% | 0.0% |
| 7D | -2.6% | +17.3% | -19.9% | -2.8% |
| 30D | -2.2% | +23.5% | -25.7% | -2.4% |
| 3M | +10.1% | -24.0% | +34.1% | +9.8% |
| 6M | -5.7% | +276.7% | -282.5% | -10.6% |
| YTD | +7.0% | +565.1% | -558.1% | -0.9% |
| 1Y | +2.7% | +2,802.6% | -2,799.9% | -10.8% |
| All | +14.5% | +2,561.4% | -2,546.8% | -4.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling