+11.7%
EMB vs MULL
+1,230.7%
-1,219.0%
-5.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.2% | +4.9% | -0.2% |
| 7D | -0.9% | +24.5% | -25.4% | -1.3% |
| 30D | +0.4% | -35.5% | +35.9% | +0.8% |
| 3M | -3.1% | -44.8% | +41.7% | -2.6% |
| 6M | -2.1% | -45.5% | +43.4% | -2.7% |
| YTD | -1.1% | +232.5% | -233.6% | -6.2% |
| 1Y | -0.1% | +343.3% | -343.3% | -6.1% |
| All | +11.7% | +1,230.7% | -1,219.0% | -1.2% |
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