+28.2%
EQT vs MULL
+2,366.2%
-2,338.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -9.3% | +10.0% | +1.0% |
| 7D | -1.2% | +3.6% | -4.8% | -1.4% |
| 30D | +1.1% | +22.0% | -20.9% | 0.0% |
| 3M | +4.8% | -8.6% | +13.4% | +2.7% |
| 6M | -10.6% | +248.5% | -259.1% | -23.2% |
| YTD | +3.4% | +516.3% | -512.8% | -17.7% |
| 1Y | +8.7% | +2,036.6% | -2,028.0% | -27.2% |
| All | +28.2% | +2,366.2% | -2,338.0% | -22.5% |
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 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