+49.5%
ELF vs MULL
+260.4%
-211.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +12.3% | -9.6% | +2.3% |
| 7D | +7.8% | -27.1% | +34.9% | +8.6% |
| 30D | +9.3% | -54.2% | +63.5% | +11.5% |
| 3M | +21.2% | -42.0% | +63.1% | +22.7% |
| 6M | +96.1% | -43.5% | +139.6% | +91.1% |
| YTD | +57.0% | +199.9% | -143.0% | +30.1% |
| All | +49.5% | +260.4% | -211.0% | +22.7% |
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 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