-18.0%
ELF vs MULL
+3,061.6%
-3,079.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +11.8% | -9.7% | +1.6% |
| 7D | +5.4% | +17.3% | -12.0% | +4.7% |
| 30D | +27.0% | +23.5% | +3.5% | +25.6% |
| 3M | +113.2% | -24.0% | +137.2% | +108.7% |
| 6M | +36.6% | +276.7% | -240.2% | +11.5% |
| YTD | +44.2% | +565.1% | -520.8% | +7.0% |
| 1Y | -18.0% | +2,802.6% | -2,820.6% | -52.3% |
| All | -18.0% | +3,061.6% | -3,079.6% | -52.3% |
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 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