+65.2%
ETSY vs MULL
+444.9%
-379.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -13.8% | +20.9% | +7.2% |
| 7D | +4.2% | -35.9% | +40.1% | +4.6% |
| 30D | +35.8% | -47.3% | +83.1% | +36.5% |
| 3M | +11.4% | -30.6% | +41.9% | +11.2% |
| 6M | +50.3% | +13.7% | +36.6% | +40.6% |
| YTD | +73.6% | +272.1% | -198.5% | +44.0% |
| 1Y | +65.2% | +475.1% | -409.9% | +29.1% |
| All | +65.2% | +444.9% | -379.7% | +29.1% |
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