-3.9%
ELF vs MULL
+444.9%
-448.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -13.8% | +15.7% | +2.4% |
| 7D | -1.5% | -35.9% | +34.4% | 0.0% |
| 30D | +9.5% | -47.3% | +56.9% | +11.8% |
| 3M | +29.4% | -30.6% | +59.9% | +30.6% |
| 6M | +83.7% | +13.7% | +70.0% | +69.7% |
| YTD | +49.4% | +272.1% | -222.7% | +17.6% |
| 1Y | -3.9% | +475.1% | -479.0% | -29.5% |
| All | -3.9% | +444.9% | -448.8% | -29.5% |
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