+19.3%
ED vs MULL
+2,481.0%
-2,461.8%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.0% | +3.9% | +0.8% |
| 7D | +0.5% | +14.0% | -13.5% | +1.0% |
| 30D | +1.1% | +24.8% | -23.7% | +2.1% |
| 3M | +4.6% | -16.1% | +20.8% | +5.8% |
| 6M | -2.0% | +330.9% | -332.9% | +7.0% |
| YTD | +11.7% | +545.0% | -533.3% | +24.8% |
| 1Y | +15.7% | +2,427.1% | -2,411.4% | +38.4% |
| All | +19.3% | +2,481.0% | -2,461.8% | +45.9% |
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