+0.7%
ELV vs MULL
+2,481.0%
-2,480.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.7% | -1.3% |
| 7D | -0.3% | +14.0% | -14.3% | -0.4% |
| 30D | +2.0% | +24.8% | -22.8% | +1.7% |
| 3M | -3.5% | -16.1% | +12.6% | -4.0% |
| 6M | +40.2% | +330.9% | -290.7% | +35.1% |
| YTD | +15.8% | +545.0% | -529.2% | +11.1% |
| 1Y | +33.2% | +2,427.1% | -2,394.0% | +25.8% |
| All | +0.7% | +2,481.0% | -2,480.4% | -6.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling