+7.4%
EEM vs MULL
+253.2%
-245.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -34.2% | +28.4% | -2.0% |
| 7D | -7.4% | -53.1% | +45.6% | -0.3% |
| 30D | -15.0% | -64.1% | +49.1% | -6.2% |
| 3M | -11.7% | -54.6% | +42.9% | -5.7% |
| 6M | -10.8% | -38.7% | +27.9% | -11.7% |
| YTD | +6.7% | +144.7% | -138.1% | -8.1% |
| 1Y | +7.4% | +220.3% | -212.9% | -9.8% |
| All | +7.4% | +253.2% | -245.9% | -9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling