+7.4%
EQT vs MULL
+1,810.7%
-1,803.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.6% |
| 7D | -2.0% | -8.4% | +6.4% | -2.0% |
| 30D | 0.0% | +9.7% | -9.7% | 0.0% |
| 3M | +5.9% | -26.8% | +32.7% | +6.0% |
| 6M | -14.8% | +220.7% | -235.5% | -18.0% |
| YTD | +1.8% | +509.0% | -507.3% | -6.2% |
| 1Y | +7.4% | +1,739.5% | -1,732.2% | -6.2% |
| All | +7.4% | +1,810.7% | -1,803.3% | -6.2% |
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 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